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Re: [Bug-glpk] numerical instability (cycling?)

From: Ali Baharev
Subject: Re: [Bug-glpk] numerical instability (cycling?)
Date: Sat, 29 Aug 2009 17:29:59 +0200

Dear Andrew,

> and applying geometric mean scaling makes the instance badly scaled.

> 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.

I removed the tiny coefficients as you proposed. I also switched to
equilibration scaling.

It did not help, it is only a matter of time i get into an infinity loop.

For me, it is perfectly acceptable to skip a particular LP if GLPK has
problems solving it.

Could you please give me further suggestions what to do?

Many thanks!


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