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[Help-glpk] Numerical instability warning


From: GLENN RHOADS
Subject: [Help-glpk] Numerical instability warning
Date: Sat, 05 Mar 2011 16:57:40 -0500

Hi,

I have an application that uses glpk to solve millions of tiny LPs and
I get several of the following messages.

Warning: numerical instability (primal simplex, phase II)

I'm not sure about the difference between a warning and an error, and
hence, whether I need to worry about this.  I found the place in the
code where this message is printed (in the file glpspx01.c) and after
printing the message it appears to go back to the start of the main
simplex solving loop.  So I'm thinking that maybe it was able to
recover from the problem and proceeded to find an accurate optimal
solution.  Is this case?  Does the message mean that it was unable to
find an accurate solution or does the message simply supply some
information that can safely be ignored?

-- Glenn C. Rhoads



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