[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Help-glpk] Strict inequalities

From: Pieter Thysebaert
Subject: [Help-glpk] Strict inequalities
Date: Fri, 9 Aug 2002 16:10:15 +0200


I've been able to solve my previous problems, and have stumbled on something 
new when extending my model:

I would like to enforce strict inequality constraints.
A natural solution seems to be: work with the supported non-strict upper and 
lower bounds and add some very small quantity epsilon (some machine delta 
like number) to one side of the inequality.

Is this the way it is supposed to be done, and if so, are there any GLPK 
builtin constants (perhaps any of the real-valued parameters) that are 
suitable to ac as such an "epsilon" (i.e. small enough, but not so small that 
it would lose its use due to tolerance levels used by glpk) ?


reply via email to

[Prev in Thread] Current Thread [Next in Thread]