[Cbc] [Clp] Clp segmentation fault

[Matthew Bromberg]

I am interfacing to Clp through the python package cylp. Unfortunately 
it seems to only support cbc-2.8.5.
It is a large scale linear programming problem whose constraint matrix 
is of dimension 40K x 10K.

Here is what happens when I attempt to optimize this model:

  $ python mycode.py
Clp0006I 0  Obj 0 Dual inf 13.083708 (9998) w.o. free dual inf (0)
Clp0006I 12  Obj -0.59273256 Dual inf 494.36229 (9979) w.o. free dual 
inf (5)
Clp0006I 91  Obj -1.2553307 Dual inf 60372.348 (9862) w.o. free dual inf 
(44)
Clp0006I 291  Obj -2.369027 Dual inf 4562.9727 (9559) w.o. free dual inf 
(141)
Clp0006I 491  Obj -3.492329 Dual inf 4602.3626 (9264) w.o. free dual inf 
(246)
Clp0006I 691  Obj -4.4089791 Dual inf 2491.8024 (8955) w.o. free dual 
inf (337)
Segmentation fault

I'm expecting it to find a solution around -100 or so,  so it segfaulted 
rather early.  I'd like to try it against cbc-2.9.5, but I have no idea 
how to do that.
Any MPS file created for this would be over 100 GBytes in size, so 
that's ruled out as an input format.  My data is stored in Matlabs hdf5 
format (matlab 7.3).

How does Clp handle a subset of constraints that is nearly singular?

By the way I've been pleasantly surprised at how fast this code runs on 
smaller problems being more memory efficient apparently than some 
commercial products.  It's also surprising considering that it is not 
really effectively parallelized.  Probably no more than the underlying 
multithreaded Blas libraries.