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[Help-glpk] How to tell if lpx_simplex() needs to be restarted?


From: leowl
Subject: [Help-glpk] How to tell if lpx_simplex() needs to be restarted?
Date: Mon, 10 Apr 2006 06:27:50 +0800

Thanks to all, especially to Andrew, that I am able to get glpk up and running.

For the small to medium-sized data sets, the lpx_simplex(lp) solution pops out 
pretty 

quickly and there is no problem. I do, however, have some questions when the 
data sets get 

large. 

For a really large data set (ne=160,000 and ia with some 200,000 elements), 
after 7 hours, 

the DOS screen reads:

.
.
257000:   objval = 0.000000000e+000   infeas = 1.000000000e+000 (0)
.
.

and it has been like that for a while and continues to be so. Does this mean I 
have done 

something wrong? Or is the process still running and I should give it more time?

And on another (smaller) set of data, after 9 hours, the DOS screen reads:
.
.
850684:   objval 5.138313894e+000   infeas = 4.854494849e-004 (8)
spx_simplex: numerical instability (primal simplex, phase II)
850684:   objval 5.138313894e+000   infeas = 1.000000000e+000 (8)
850800:   objval 5.138297412e+000   infeas = 5.798016607e-001 (8)
.
.
.

and the process continues. sometimes, I get a spx_simplex: numerical 
instability (primal 

simplex, phase I) message too.


9+ hours of simulation seems far too long, compared to the minutes taken for 
the smaller 

data sets. In general, how do I know if I have done something wrong and I 
should 

debug/restart the process? And how can I tell if everything is going on fine 
and I should 

just let the computer do its work?

Thanks in advance!


//-------------------

I run my simulations on a Pentium 1.5Ghz with 512MB RAM. This is how my code 
looks:

/*for loop that assigns values to ne, ia, ja, ar here*/

  lpx_load_matrix(lp, ne, ia, ja, ar); 
  
  lpx_simplex(lp);
  
  Z = lpx_get_obj_val(lp);



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