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


From: Andrew Makhorin
Subject: Re: [Help-glpk] Question about the behavior of lpx_exact
Date: Thu, 4 Oct 2007 11:35:39 +0400

> 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?

Using the exact solver to solve lp from the very beginning is not
a good idea. It is better to call it *after* the floating-point solver
has found optimal solution.

However, to check if the solution obtained by glp_simplex is accurate
enough you can use the api routine lpx_check_kkt.





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