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Re: [Bug-glpk] numerical instability (cycling?)
From: |
Ali Baharev |
Subject: |
Re: [Bug-glpk] numerical instability (cycling?) |
Date: |
Tue, 25 Aug 2009 14:59:26 +0200 |
Dear Andrew,
Thanks for the help.
> I do not think that another scaling algorithm would help. The defect
> is in the simplex solver.
Could you please fix that? Would it be a lot of work?
>> How can i figure out what "tiny" is?
>
> It depends on the instance's nature. I could suggest the following
> criteria: a[i,j] is tiny if |a[i,j]| < 1e-8 * max|a[i,*]| assuming
> that max|a[i,*]| is not very huge. For example, in the row:
>
> 1.23 x1 + 2.34 x2 + 3.45e-15 x3 + 4.56 x4 <= 5.67
>
> constraint coefficient '3.45e-15' is tiny and should be replaced by
> exact zero (or skipped at all).
This would be acceptable for me.
Could you please suggest a criteria for "huge" in "max|a[i,*]| is not
very huge".
I have to automate this, because I generate thousand of LPs in an
iteration loop.
Many thanks!
Ali
- Re: [Bug-glpk] numerical instability (cycling?), Andrew Makhorin, 2009/08/22
- Re: [Bug-glpk] numerical instability (cycling?), Ali Baharev, 2009/08/22
- Re: [Bug-glpk] numerical instability (cycling?), Andrew Makhorin, 2009/08/25
- Re: [Bug-glpk] numerical instability (cycling?), Ali Baharev, 2009/08/25
- Re: [Bug-glpk] numerical instability (cycling?), Andrew Makhorin, 2009/08/25
- Re: [Bug-glpk] numerical instability (cycling?), Ali Baharev, 2009/08/25
- Re: [Bug-glpk] numerical instability (cycling?), Andrew Makhorin, 2009/08/25
- Re: [Bug-glpk] numerical instability (cycling?),
Ali Baharev <=
- Re: [Bug-glpk] numerical instability (cycling?), Andrew Makhorin, 2009/08/28
- Re: [Bug-glpk] numerical instability (cycling?), Ali Baharev, 2009/08/28
- Re: [Bug-glpk] numerical instability (cycling?), Ali Baharev, 2009/08/29