RE: [Help-glpk] Do I misunderstand LPX_K_ITMLM?

[Robert Horvath]

Absolutely not! I think it is the main routines (glp_spx_prim_opt()) task to
check for time and iteration limit which is decreased by
glp_spx_change_basis(). If I have some time I will check to see weather I
can hack the code. But again the problem has to do with the infinite loop
the glp_spx_prim_opt() function runs into, because those round off errors.
The whole simplex method should be revised for handling numerical
instability situations better.

Regards
Robert

> -----Original Message-----
> From: Philip Warner [mailto:address@hidden
> Sent: Thursday, April 15, 2004 4:47 AM
> To: Robert Horvath
> Cc: address@hidden
> Subject: RE: [Help-glpk] Do I misunderstand LPX_K_ITMLM?
> 
> At 01:51 AM 15/04/2004, Robert Horvath wrote:
> >That is no bug in glpk
> >rather an unimplemented feature to handle numerical instability
> situations.
> 
> Thanks for the patch! I will give it a go.
> 
> But I suspect it's still a bug in glpk in that it is not honouring the
> setting of the LPX_K_ITLIM parameter in any way (I understand it's hard to
> define one iteration in the MIP solver); I guess the most robust solution
> would be to have the ability to terminate the iterations inside the print
> hook -- it will then allow programmers to cope with future untrapped
> instabilities. Does this seem reasonable?
> 
> Thanks again,
> 
> Philip
> 
> 
> 
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