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Re: [Help-glpk] Compiling GLPK for Java under Linux

From: Andrew Makhorin
Subject: Re: [Help-glpk] Compiling GLPK for Java under Linux
Date: Tue, 23 Jun 2009 19:39:43 +0300

> Thanks for the link, from now on I won #39;t expect the same
> behavior for Windows and Linux when solving a linear model.
> But what about the difference in the number of digits?

The number of digits in the decimal exponent being an integer and thus
exact quantity affects nothing.

> However, I get a
> difference when running an instance under Windows on the one hand and
> on Linux on the other hand: it is the same optimal solution (same
> primal values for variables), but the basis is different, as well as
> the dual values of constraints and variables. It is a problem as I
> need to use these dual values in a Branch-and-Price algorithm to get
> new columns.

If your branch-and-price algorithm is correct, it must not depend
on which *optimal* basic solution is reported by lp solver. Don't you
expect a particular optimal basis, do you?

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