BUG DESCRIPTION:
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With some LP, an error appears in the post-process phase of the algorithm karmarkar.
ERROR LOG:
----------
!--error 21
Index invalide.
at line 50 of function karmarkar_postprocess called by :
at line 201 of function karmarkar called by :
xopt = karmarkar([],[],c,[],[],[],[],[],A,b,lb,ub)
HOW TO REPRODUCE THE BUG:
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Here is a problem instance where the post-process fails (the optimal solution is 0.75):
// min max(-3*x+3, x, 2*x-2)
// x
// is equivalent to
// min t
// x,t
// s.t. t >= -3*x +3
// t >= x
// t >= 2*x -2
A = [-3 -1;1 -1;2 -1]
b = [-3;0;2]
lb = [-%inf;0];
ub = [%inf;%inf];
c = [0;1]
x = linpro(c,A,b,lb,ub) // works
xopt = karmarkar([],[],c,[],[],[],[],[],A,b,lb,ub) // fails
OTHER INFORMATION:
------------------
The post-process does not fail when the first lower bound is given a finite value.
(Yet, the optimisation problem has a solution even if the first variable is unbounded.)