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

From: Andrew Makhorin
Subject: Re: [Help-glpk] How to tell if lpx_simplex() needs to be restarted?
Date: Tue, 11 Apr 2006 13:01:58 +0400

> 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.

Unfortunately the rar archive you posted to me is damaged (it has
invalid crc), so I cannot roll out it. Please check the archive and
repeat posting.

> 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?

No, because lpx_simplex itself does that. I need to look at the
problem data to say something more intelligent.

> 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 process?

No. This may happen due to high degeneracy of your problem.

> 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?

No. All resulting data provided by glpk rouines are not scaled,
i.e. scaling is transparent for the user.

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