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[Help-glpk] Re: Irrational numbers


From: Vijay Patil
Subject: [Help-glpk] Re: Irrational numbers
Date: Fri, 22 Aug 2008 21:11:55 +0530

On Mon, Aug 11, 2008 at 11:32 PM, Vijay Patil <address@hidden> wrote:
> In one of application using GLPK, I am facing a problem because of not being
> able to represent irrational numbers/values correctly (as obj. func.
> coeff.).
> Actually these values are dual values and are obtained from glpk itself.
> Since they are approximated there is a problem (loss of information).
>
> If you have some experience/expertize dealing with irrational numbers or
> knowledge of floating point representation, you might be interested in
> having a look at the problem.
>
> http://code.google.com/p/cspsol/issues/detail?id=1#c2
>
> Any workarounds to deal with this problem?
>
> Thanks
> --
> Vijay Patil
>

Just to close this thread, above mentioned issue in 'cspsol' was
caused because of not using multiple integer optimal solutions for the
unbounded knapsack problem. This issue has been fixed by replacing
glp_intopt with a simple dynamic programming (DP) algorithm to solve
the knapsack problem. The algorithm generates all optimal integer
solutions, which is what required.

In this particular case  there is no problem in GLPK function
glp_intopt (related to round off error). It gives correct results for
following MIP. It is just that cspsol required all optimal integer
solutions so glp_intopt was unsuitable.

--------------------------------------------------------------
\* Problem: SubProb *\

Maximize
 obj: + 0.333333333333333 x_1 + 0.166666666666667 x_2

Subject To
 PatternWidthConstraint: + 1000 x_2 + 2000 x_1 <= 6000

Generals
 x_1
 x_2

End
--------------------------------------------------------------

Thanks Xypron for additional inputs. For more details:

http://cspsol.googlecode.com/svn/trunk/ReleaseNotes.txt
http://code.google.com/p/cspsol/downloads/list

-- 
Vijay Patil




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