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[Help-glpk] having problem with solver (numerical instability ?)

From: Sayan Mitra
Subject: [Help-glpk] having problem with solver (numerical instability ?)
Date: Mon, 1 Mar 2004 19:54:59 -0500 (EST)


    I am having the following difficulty with the solver; can anyone offer
    fixes or a way to get around this?  In the following constraints, aa[i] is
    an array of booleans, y[i] is real positive, e is a small number (set to
    0), and M is a large number (set to 10.E+8),

    s.t. effect_1{i in J}:         y[i] >= aa[i]  * e ;

    s.t. effect_2{i in J}:         y[i] <= aa[i]  * M ;

    therefore, when aa[i] is 0, then y[i] should be 0, but in the solution I
    am getting positive values. I am given to believe that this is an issue
    with the numerical instability of the solver, because if I reduce the
    value of M, I get:

    lpx_simplex: numerical instability (primal simplex, phase II)

    Will look forward to your responses,



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