Re: [Help-glpk] GLPK termination help

[Andrew Makhorin]

> I am trying to solve a large scale LP for an airline
> scheduling problem and the objective function is to
> minimize costs which is in the order of billions of
> dollars. While trying to solve this problem using
> GLPK, GLPK continues to solve till the difference in
> the objective function values between the nth and
> n+200th iterations is about $10, which for such a
> large problem is unnecessary. I wish to know if I can
> stop GLPK when the difference between the objective
> function values between the nth and n+200th iterations
> is about $1,000,000 instead of $10.

You can increase the control parameter tol_dj passed to the simplex
solver glp_simplex. For details please see the reference manual.

Note, however, that the change of the objective function between
simplex iterations depends not only on the reduced costs, but also on
the step size. So small changes of the objective on some iterations,
especially in case of degenerate lp, does not necessarily mean that
the changes cannot be much larger on other iterations.