Simplex coefficients approaching infinity

46 Views Asked by At

So I'm writing an implementation of the simplex algorithm which takes in about 20000 constraints. It seems to run fine, but I'm having this annoying error where after about 5000 pivots, the coefficients on the variables approach infinity and my computer can't store the numbers anymore. Everything has a coefficient of 1, and all of the constraints are <=1 or >= 1 constraints. I'm not sure if this is a problem that happens with simplex or if my code is messed up. And if it is a simplex problem, is there something to be done about it? So do coefficients in simplex normally approach infinity?