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Re: [Help-glpk] numerical instability

From: Michael Hennebry
Subject: Re: [Help-glpk] numerical instability
Date: Fri, 8 Jul 2011 19:01:51 -0500 (CDT)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Fri, 8 Jul 2011, Akhil langer wrote:

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.

Increasing problem size should not cause instability.
GLPK and the vast majority of LP solvers use a variation of the
revised simplex method with occasional refactorization of the basis.
Simply being huge is also unlikely to be the difficulty.
GLPK can handle huge.
My suspicion is that the added constraints make the LP inherently unstable.
If, for example, one solves an ILP with Gomory fractional cuts.
Eventually one is likely to get a basis matrix
with large entries and a small determinate.

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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