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[Help-glpk] Another numerical instability warning

From: Robbie Morrison
Subject: [Help-glpk] Another numerical instability warning
Date: Fri, 15 Apr 2011 23:09:24 +1200 (NZST)
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Hello list

This is more an observation than a question.

After adding the following entry to the GLPK wikibook:

I ran into almost the same problem -- but this time
dual not primal:

  Warning: numerical instability (dual simplex, phase II)

This particular warning is not documented in the API
manual but I guess what was said earlier about the
primal warning also applies.

I have not yet run 'lpx_check_kkt' on the offending
solutions.  But the solver returns 0 (it completed) and
the solution status is GLP_OPT (integer optimal solution).

That said, the underlying source of this problem is

However, disabling the simplex presolver
"d_parmSimplex.presolve = GLP_ON" prevented the
instability warning.  While retaining problem scaling
'glp_scale_prob' and using the advanced initial basis
'glp_adv_basis' seemed not at issue.

If anyone would like to comment on this ..


I also added the following wikibook section:

Is there an API routine that prints this information to
console or file?  'glp_print_ranges' perhaps?  If so,
please let me know and I will add that information to
the wikipage.

best wishes, Robbie
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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