I try to see why ‘dual-simplex-highs’ algorithm fails and ‘dual-simplex-legacy’ works OK on this specific LP problem of size 467.
The linear programming involves only linear equality constraints, and lower bounds x >= 0 on some components of x (but not all of them).
The Aeq size is 211 x 467 and the condion number is not high at all IMO (about 10). So I consider it is not a difficult problem numerically (?).
‘dual-simplex-legacy’ able to find the solution, however not the default algorithm ‘dual-simplex-highs’, the output does not help much what is wrong.
Can someone tell me where I could investigate further to the cause?
load(‘linprog_test.mat’)

size(Aeq)
cond(full(Aeq))

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-legacy’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt)

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-highs’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt)I try to see why ‘dual-simplex-highs’ algorithm fails and ‘dual-simplex-legacy’ works OK on this specific LP problem of size 467.
The linear programming involves only linear equality constraints, and lower bounds x >= 0 on some components of x (but not all of them).
The Aeq size is 211 x 467 and the condion number is not high at all IMO (about 10). So I consider it is not a difficult problem numerically (?).
‘dual-simplex-legacy’ able to find the solution, however not the default algorithm ‘dual-simplex-highs’, the output does not help much what is wrong.
Can someone tell me where I could investigate further to the cause?
load(‘linprog_test.mat’)

size(Aeq)
cond(full(Aeq))

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-legacy’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt)

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-highs’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt) I try to see why ‘dual-simplex-highs’ algorithm fails and ‘dual-simplex-legacy’ works OK on this specific LP problem of size 467.
The linear programming involves only linear equality constraints, and lower bounds x >= 0 on some components of x (but not all of them).
The Aeq size is 211 x 467 and the condion number is not high at all IMO (about 10). So I consider it is not a difficult problem numerically (?).
‘dual-simplex-legacy’ able to find the solution, however not the default algorithm ‘dual-simplex-highs’, the output does not help much what is wrong.
Can someone tell me where I could investigate further to the cause?
load(‘linprog_test.mat’)

size(Aeq)
cond(full(Aeq))

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-legacy’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt)

linprogopt = optimset(‘Algorithm’, ‘dual-simplex-highs’);
[lpsol, ~, exitflag, out] = linprog(c, [], [], Aeq, beq, LB, UB, linprogopt) linprog, dual-simplex-highs, failure MATLAB Answers — New Questions

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