[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-glpk] Working with larger numbers
From: |
Markus Pilz |
Subject: |
Re: [Help-glpk] Working with larger numbers |
Date: |
Tue, 29 Jul 2008 10:14:46 +0200 |
User-agent: |
Thunderbird 2.0.0.16 (X11/20080724) |
Gabor Retvari wrote:
> On Monday 28 July 2008, Markus Pilz wrote:
>
>> we are working on a tool that utilizes glpk to solve a set of maximum
>> and minimum cost flows. So far, our approach looks promising. (This
>> implies a big thank-you to glpk team.)
>>
>> Currently, we have some difficulties with larger decision variables. For
>> example, if the variables of a maximisation problem (max flow) are
>> limited by values above 1e9, the solution tends to be inexact.
>>
>> We still can use the solution as a basis for further processing but
>> maybe we lack some lp (or glpk) basics to obtain exact values in a wider
>> range.
>
> Wouldn't it be plausible to run GLPK over precise arithmetics? You can do
> this by calling lpx_exact instead of lpx_simplex.
> Network flow problems tend
> to be seriously overconstrained and thus highly degenerate, calling for
> numerical instability. An exact solver would solve this issue, for the prize
> of being somewhat slower. I mean, *really* slower.
Yes you are right. We already moved to lpx_exact, but it does not help
everywhere.
Best regards
Markus
>
> Best regards,
> Gabor
>
> ----
>
> http://qosip.tmit.bme.hu/~retvari
>
>
> _______________________________________________
> Help-glpk mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-glpk
Re: [Help-glpk] Working with larger numbers, Andrew Makhorin, 2008/07/28