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The scip always running and report the error: LU pivot element is almost zero (< 1e-10) - Basis is numerically singular, Could anyone tell me how to solve this question?

Update

  • SCIP version: 6.0

  • What's solver? I use the default solver by using the api SCIPSolve

  • All constrains is linear, All variable is integer. The solver will minimize the objective.

Kisme
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1 Answers1

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This is a sign of numerical issues coming from the LU factorization that in turn is based on the constraint matrix of the model. If the model has some numerical issues like almost parallel rows, it might happen that the solver runs into those errors. This triggers a refactorization with increased Markowitz threshold to increase the numerical stability. If the LP solver (SoPlex) cannot avoid those issues, the MIP solver (SCIP) might try to resolve it. In general, it is safe to ignore those warnings. If possible, try to improve the problem formulation to avoid numerical difficulties.

One other thing you could try is to disable checks for stability:

SCIP>set lp advanced checkstability FALSE
mattmilten
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