> Here is the cplex lp file and the mps file.

Thanks.

Wrong results appear, because the problem is badly scaled. This is
caused by two tiny constraint coefficients:

    C0000036  R0000033  -5.16198E-27   R0000034  -0.079105507

    C0000036  R0000039  -0.092756701   R0000040  -5.51167E-27

To avoid the error you should either disable the geometric mean
scaling (which is enabled by default) or, that is much better, replace
all tiny constraint coefficients by exact zeros, for example, before
passing rows/columns to glp_set_mat_row/glp_set_mat_col.

BTW, I could not reproduce the error.


Andrew Makhorin



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