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Re: [Help-glpk] glpksol default settings

From: Marcin Mucha
Subject: Re: [Help-glpk] glpksol default settings
Date: Wed, 30 Jul 2008 16:24:04 +0200

On Tue, Jul 29, 2008 at 3:53 PM, Andrew Makhorin <address@hidden> wrote:
>>> Probably this happens because your instance is not well conditioned,
>>> so due to excessive round-off errors the presolved lp is unbounded
>>> while the original lp is not.
>> What does "not well conditioned" mean? What can I do about it?
> Ill-conditioning means, roughly speaking, that small changes in the
> problem data lead to large changes in the solution.
> Your instance in fact is ill conditioned....

Could anyone perhaps give me some literature pointers (preferrably
freely available on the net)
on how to achieve this "well-conditioned" situation, or some examples?
I was playing a bit with
scaling variables and it seems to improve things a bit, but I am
probably reinventing the wheel.
Sorry if my question is a bit off topic.



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