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Re: [Help-glpk] Different objective values

From: Andrew Makhorin
Subject: Re: [Help-glpk] Different objective values
Date: Fri, 18 Jul 2008 12:37:27 +0400

> I am using GLPK to solve a problem by column generation.

> I have a master problem "MP" which is a Mixed Integer Problem.

> -STEP 1: the dual problem of the relaxed MP is solved iteratively and
> new columns are added at each iteration (the new columns are generated
> by solving a sub problem),
> - STEP 2: the "MP" itself is solved (without relaxation).

> I observe the LP objective value of the last iteration of STEP 1,
> and I noticed that it may change in the following situations:
> 1°) Using GLPK 4.27 compiled with GCC 4.3.0 and using GLPK 4.27
> compiled with GCC 4.2.2,
> 2°) Using GLPK 4.27 compiled with GCC 4.2.2 and using GLPK 4.29
> compiled with GCC 4.2.2.

Could you send an example in mps or cplex format illustrating that?
Is the difference in the objective significant?

> Remarks:
> -The objectives are the same using GLPK 4.27 and 4.29 both compiled
> with GCC 4.3.0,
> -The column generator used is the same in all situations,
> -The configuration of each compilation was:
>  ./configure --enable-mysql=no --enable-iodbc=no --with-gmp

> My questions are:
> 1°) Why do we have different objectives for the same problem,
> 2°) Is there an option / a way to obtain the same behavior in each
> situation?

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