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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!
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, 2009/08/25
- 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 <=