Re: [Help-glpk] Question about the behavior of lpx_exact

[Ali Baharev]

Dear Marc,

This exact arithmetic feature in GLPK is very interesting but i am
afraid it is not applicable to "relatively large" linear programs.

If you need some kind of verification of your result, C Jansson
published a rigorous method and numerical results for real life
problems illustrating its efficiency. With that method you can find
rigorous upper and lower bound for the optimal value. Have a look at
this link:

http://scholar.google.hu/scholar?hl=en&lr=&q=+rigorous+author%3Ac+author%3Ajansson&btnG=Search

Good luck,

Ali


On 10/4/07, Marc Lanctot <address@hidden> wrote:
> Marc Lanctot wrote:
> > Hello,
> >
> > I'm using GLPK to solve a relatively large linear program. Using doubles
> > (lpx_solve) I get what seems to be a reasonable answer in an hour or 2.
> >
> > I would like to verify that the solution is exactly right, so I instead
> > use lpx_exact to solve the same linear program. I realize it will take
> > longer, but how much longer should I expect it to take?
> >
> > The program has been running for 38 hours, and repeatedly output lines
> > that look like the following:
> >
> >   *203649:   objval =      0.111111111111111   (8895)
> >
> > Is this an indication that the solution found using lpx_solve is wrong
> > and only terminated due to numerical error, or have I just not waited
> > long enough?
>
> Oh, sorry for the extra email. I should mention that I'm using the most
> recent versions of GLPK (4.22) and GMP (4.2.2).
>
> Marc
>
> --
> Try not to become a man of success but rather to become a man of
> value.
>    -- Albert Einstein
>
>
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