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I will try to reproduce the error in a simpler case, with the same error as in the picture.
Let us consider the sample code:
S = matrix( ZZ, 6, 3, [1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 3, 13, 5, 9, 7, 9] )
print S
import traceback
def solveForObjectiveIndex( k ):
p = MixedIntegerLinearProgram(maximization = True, solver = "GLPK")
x = p.new_variable(integer = True, nonnegative = True)
p.add_constraint( x*S == 0)
p.set_objective( x[k] )
try:
return p.solve()
except Exception:
traceback.print_exc()
return
The printed matrix S is:
[ 1 0 0]
[ 0 1 0]
[ 0 0 0]
[ 0 0 1]
[ 3 13 5]
[ 9 7 9]
And now we solve the maximization of $x_k$ problem for possible values of $x$ such that $xS=0$. The kernel of $S$ is:
sage: S.kernel().basis()
[
(3, 13, 0, 5, -1, 0),
(0, 32, 0, 6, -3, 1),
(0, 0, 1, 0, 0, 0)
]
The values of $x$ that can be considered satisfy $x\ge 0$ (on components), if i correctly understand the functionality of the mixed integer linear program framework, and the constraints let us consider only linear combinations with scalars $\ge 0$ because there are unique values $>0$
- in column $0$, the entry $3$ at place $(0,0)$,
- in column $5$, the entry $1$ at place $(1,5)$,
- in column $2$, the entry $1$ at place $(2,2)$).
But the column $4$ tells us that the first two scalars have to be zero. Now we ask for:
sage: solveForObjectiveIndex(0)
0.0
sage: solveForObjectiveIndex(1)
0.0
sage: solveForObjectiveIndex(3)
0.0
sage: solveForObjectiveIndex(4)
0.0
sage: solveForObjectiveIndex(5)
0.0
sage: solveForObjectiveIndex(2)
Traceback (most recent call last):
:::: many lines
MIPSolverException: GLPK: The LP (relaxation) problem has no dual feasible solution
The reason for the maximal value $0$ for indices $k$ among $0,1,3,4,5$ is that the corresponding component is always zero in the set of all $x\ge 0$ with $xS=0$. But for the $2$.nd component we can take arbitrary positive multiples of the basis vector (0, 0, 1, 0, 0, 0), thus the maximal value is $+\infty$. The used algorithm seems to be unprepared for such cases.
Now for the implicitly posted "spoof matrix" with an implicit vector with component $x_{25}=1$ (which does not even appear in the picture) we have the following situation:
spoof_matrix = matrix( ZZ,
[(0, 0, 2, 0, 1, -2, 1, 0, 0, 0, 0, 0, 0, -2, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, -2, 0, 0, 0, 0, 0, 1, 0, 0, 0, -2, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-4, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 0, 0, 1, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0),
(0, 0, 2, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, -2, 0, 0, 0, 0),
(0, 0, 1, -2, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 1, 0, 0, 0, 0),
(1, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 0, -2, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0),
(-2, -2, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 1, 0, 2, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 0, 0, -2, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0),
(1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 2, 0, 0, 0, 1, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-6, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, 2, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 3, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 1, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, -2, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, -2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, -2, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, -2, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-4, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 1, -2, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, -4, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 0, 0, 1, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, -2, 0, -2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 2, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 1, 0, 1, 0, -2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, -4, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(-4, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 2, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0),
(-2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0),
(-4, -2, -2, 0, 2, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 0, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 2, 0, 0, -4, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, -2, 0, 1, 0, 1, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(0, 0, 1, 0, 2, 0, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0, 0, 0),
(1, -2, 2, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, -2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),
(1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, -2, 0),
(0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, -2)] )
(defined over $\mathbb Z$ to have a printable kernel,) and there is exactly one vector in the basis of the kernel with $x_{25}\ne 0$:
sage: S = spoof_matrix
....: for b in S.kernel().basis():
....: if b[25]:
....: print b
....:
(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 28, -32, 4, -30, -11, 16, -16, 0, 30, -22, 0, 0, 0, 6, 0, 0, 0, -24, 3, 16, 0, 0, 0, 0, 0)
The first one is (pythonically) on position $25$. There are some negative values in the list, but one may suppose there is a combination having all components $\ge 0$ and on position $25$ a component $>0$. (This was asked as a bonus.) To obtain a solution, we wil add to the constraints a maximal boundary for $x_{25}$. The code is:
S = spoof_matrix
p = MixedIntegerLinearProgram(maximization = True, solver = "GLPK")
x = p.new_variable(integer = True, nonnegative = True)
p.add_constraint( x*S == 0)
p.add_constraint( x[25] <= 2018 )
p.set_objective( x[25] )
p.solve()
p.get_values(x)
And in the offered long dictionary only the following values of the "corner solution" $x$ are not zero:
20: 2018.0,
25: 2018.0,
29: 4036.0,
(All components are $\ge 0$, the above are mulitples of $1,1,2$. Suitable multiples of this "corner solution" produce bigger and bigger values of the scope function.)
(I hope this answers the question, optimization is not my strength, i feel far away from home.)
