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Re: [Help-glpk] Fixing Numerical Instability Problems

From: Andrew Makhorin
Subject: Re: [Help-glpk] Fixing Numerical Instability Problems
Date: Fri, 18 Mar 2011 13:16:24 +0300


> I have an application that solves tens of million of tiny LPs coming
> from matrix games.  On checking the kkt optimality conditions, there
> are a dozen cases where both the primal and dual solutions are
> incorrect, and about one hundred cases with low quality dual or primal
> feasibility.

Could you please output (with glp_write_prob) two or three of your
instances, for which solution reported is non-accurate or wrong, and
post them to address@hidden (i.e. to me)? Thanks.

Andrew Makhorin

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