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Re: [Help-glpk] Working with larger numbers
From: |
Markus Pilz |
Subject: |
Re: [Help-glpk] Working with larger numbers |
Date: |
Tue, 29 Jul 2008 20:10:08 +0200 |
User-agent: |
Thunderbird 2.0.0.16 (X11/20080724) |
Hi,
Andrew Makhorin wrote:
> Markus,
>
> I tried both your instances that you posted me with "glpsol --nopresol
> --noscale --min/--max", and in all four cases the solution reported
> was sufficiently accurate in the sense that KKT optimality conditions
> had zero residual errors.
I was suprised that standard glpsol reports perfect results. Then I
tried "glpsol --exact" and the result changed. For example, using the
attached mps file:
(i) "glpsol" reports "objval = 6.750000000e+10"
(ii) "glpsol --exact" reports "objval = 67500000001.0831"
>
> Could you demonstrate how "inexactness" looks like? Probably there is
> some misunderstanding.
Yes, this might be a misunderstanding as I'm a LP newbie. Taking a look
at the variables of an other run (similar to the attached file), I have
to deal with values like "12338139601.2095279693603515625" (glp_simplex
+ lpx_exact) instead of "12338139600" (glp_simplex).
The former solution is still a good starting point, but I was surprised
that a "perfect" solution changes after calling lpx_exact.
>
> (I noticed that to limit arc flows you are using general constraints
> like:
>
> flow_sum_(3,2),_163800: + x_1 >= 0
> + x_1 <= 163800
>
> It would be better to specify explicit lower and upper bounds of
> corresponding variables; this would allow essentially decreasing the
> number of general constraints.)
Hmm. Can it be that "lpx_write_cpxlp" converts bounds this way?
>
>> Yes you are right. We already moved to lpx_exact, but it does not help
>> everywhere.
>
> Does this mean that lpx_exact takes too much time?
>
No! By default, we call "glp_simplex" followed by "lpx_exact". We did
not experienced a huge increase in runtime.
But now I unsure when to call "lpx_exact". Is it a good advice to call
lpx_exact only, when the KKT check does not report high quality after
"glp_simplex"?
Regards
Markus
--
______________________________________________________________________
Markus Pilz University of Bonn
Institute of Computer Science IV
E-Mail: address@hidden Roemerstrasse 164
Tel.: +49 228 73-4549 53117 Bonn
Fax.: +49 228 73-4571 Germany
sample.mps
Description: application/mps
- [Help-glpk] Working with larger numbers, Markus Pilz, 2008/07/28
- Re: [Help-glpk] Working with larger numbers, Gabor Retvari, 2008/07/28
- Re: [Help-glpk] Working with larger numbers, Andrew Makhorin, 2008/07/28
- Re: [Help-glpk] Working with larger numbers, Markus Pilz, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Andrew Makhorin, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Michael Hennebry, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Andrew Makhorin, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Michael Hennebry, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Markus Pilz, 2008/07/29
- Re: [Help-glpk] Working with larger numbers, Michael Hennebry, 2008/07/29