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Re: [Help-glpk] glpsol error

From: Andrew Makhorin
Subject: Re: [Help-glpk] glpsol error
Date: Wed, 27 Jun 2012 13:03:31 +0400

> I have tested some more with gurobi, both raising and lowering the
> primal feasibility tolerance (range: 1e-2,1e-9) but it finds the
> optimal solution of 2.445336666667e+05 regardless.
> What is the default primal feasibility tolerance of glpk? I can't seem
> to find any info regarding the primal feasibility tolerance in the
> manual.
> And is there no parameter to change it?

The relative primal feasibility tolerance is specified by tol_bnd, which
is a member of the struct smcp passed to the glp_simplex api routine
(for more details please see the glpk reference manual included in the
distribution). The default value is 1e-7. This parameter is available
only on api level and cannot be changed on using glpsol.

BTW, the glpk exact simplex solver (--exact) also reports primal
infeasibility, so I see only two reasons why the results may be wrong:
i) your instance is almost infeasible and is highly sensitive to
round-off errors in input data; ii) something wrong in mps file.
To check the latter reason you can convert your mps file to cplex lp
format (glpsol foo.mps --wlp foo.lp --check) and try to solve foo.lp
with gurobi rather than foo.mps.

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