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Re: [Help-glpk] numerical instability

From: Akhil langer
Subject: Re: [Help-glpk] numerical instability
Date: Fri, 8 Jul 2011 14:32:52 -0500

Michael, Andrew

I changed the code and all the variables now have fixed upper bound ( 1000 units). But I am still getting the Numerical instability warnings. In my program, the size of the model increases in each solve. Is the instability because of the increasing problem size or accumulated round-off errors. If latter is the case, is there any way to determine the instability and reset the model when instability is present.


On Fri, Jul 8, 2011 at 12:54 PM, Michael Hennebry <address@hidden> wrote:
On Fri, 8 Jul 2011, Akhil langer wrote:


Thanks, Andrew. The NaN problem has been resolved. However, I keep getting
the following warning:

Warning: numerical instability (primal simplex, phase I)

Please note that I have been using INT_MAX as the upper bound for some
columns. Could that be the cause of the instability? I can change these
columns also to be free but that would require some changes in the code.
Just wanted to check with you if changing the code will remove the

That is still rather large.
I'd bite the bullet and make the code changes.
In the alternative, find sensible bounds.

Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."

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