RE: GLPK finds a solution that violates a constraint

My guess:  You have a numerically unstable constraint.

If x=20, y=10 and x - y + 1000000 * z = 1000000, then z = 0.99999.  This is most likely 'close enough' for the solver to believe  z  is 1.0.

I'm not aware of any parameter using glpsol.exe to set a tolerance.  Also, using '--exact' math also does not seem to help.

-Marc

-----Original Message-----
From: Help-glpk <[email protected]> On Behalf Of Evgeny Kapun
Sent: Sunday, June 27, 2021 5:51 PM
To: [email protected]
Subject: GLPK finds a solution that violates a constraint

I have a model (attached). It includes a constraint:

> s.t. contra : x - y + 1000000 * z <= 1000000;

When I solve it (using glpsol --math model.sol), I get a solution with x=20, y=10 and z=1, which clearly violates that constraint. Why is it happening?


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