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Re: [Help-glpk] How to tell if lpx_simplex() needs to be restarted?

From: leowl
Subject: Re: [Help-glpk] How to tell if lpx_simplex() needs to be restarted?
Date: Tue, 11 Apr 2006 11:33:18 +0800

I have added lpx_scale_prob(lp) and lpx_set_int_parm(lp, LPX_K_PRESOL, 1);  to 
my code and things seem to have stabilised somewhat and some large data sets 
that were originally problematic can be solved now. There are, however, some 
huge data sets that remain problematic. A file with problem data in fixed MPS 
format will be on its way soon.

For now, if I do not get a solution after 15 mins or if the "numerical 
instability" error message appears, I restart the process. Is this reasonbale?

And if after a long time the "objval" is still at an extremely small number, 
say 1.5 when I expect the solution to be around 15, should I restart the 

Is the final results scaled in some way? That is, should I multiply the 
"OPTIMAL SOLUTION FOUND" say "Z=1.000" by a constant factor?

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