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Re: [Help-glpk] what does it mean by "Numerically instability"


From: glpk xypron
Subject: Re: [Help-glpk] what does it mean by "Numerically instability"
Date: Fri, 08 Oct 2010 00:00:26 +0200

Hello Xiaomi,

if the basic solution is not primal/dual feasible within a tolerance
the warning you observed is written.

The tolerances are passed in structure glp_smcp to the simplex solver
as fields tol_bnd and tol_dj, both defaulting to 1e-7.

This may be caused by bad scaling of the model, e.g. excessive
values of M in a big M approach.

see
http://lists.gnu.org/archive/html/help-glpk/2003-10/msg00004.html
http://en.wikibooks.org/w/index.php?title=GLPK/Terminal_output#Numerical_instability

Best regards

Xypron

-------- Original-Nachricht --------
> Datum: Thu, 7 Oct 2010 13:48:56 -0400
> Betreff: [Help-glpk] what does it mean by "Numerically instability"

> When I solve the LP file in GLPK 4.44, there are multiple same warnings:
> 
> Numerically instability (primal simplex, phase I)
> 
> What does that mean? Thanks.
> 
> _______________________________________________
> Help-glpk mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-glpk

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