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[Help-glpk] Interpretation of 'glp_scale_prob' output

From: Robbie Morrison
Subject: [Help-glpk] Interpretation of 'glp_scale_prob' output
Date: Wed, 13 Oct 2010 02:29:52 +1300 (NZDT)
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Hello all

Calling 'glp_scale_prob' on a tiny MIP problem results
in the following terminal output:


 A: min|aij| =  1.000e+00  max|aij| =  8.000e+05  ratio =  8.000e+05
GM: min|aij| =  5.494e-01  max|aij| =  1.820e+00  ratio =  3.312e+00
EQ: min|aij| =  3.096e-01  max|aij| =  1.000e+00  ratio =  3.230e+00


I would like to describe this output (or a similar
example) on the GLPK wikibook page:

However I didn't see the output format explained in
much detail in the GLPK API manual.  So my first cut
is as follows:



A  indicates the original constraint matrix, A = (a_ij)
GM indicates geometric mean scaling
EQ indicates equilibration scaling
2N indicates round scale factors to nearest power of two
SKIP indicates skip scaling if the problem is well scaled

In the above example, GM and EQ scaling have been applied in that order.

The min and max indicate ... and the ratio is determined by simple division.

Scaling is on by default under GLPSOL, but can be disabled
using the <tt>--noscale</tt> option.


Can anybody add/correct/comment on this text please.

many thanks
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
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