Re: [Help-glpk] control parameters and round-off error

[Ali Baharev]

I do not know the solution with guaranteed accuracy, it would require
a self-validating method such as interval arithmetic. I only suspect
that the solver has numerical problems as i have inconsistent results.
An error estimate on the result of the solver could help me.

On Jan 15, 2008 12:33 AM, Michael Hennebry
<address@hidden> wrote:
> On Mon, 14 Jan 2008, Ali Baharev wrote:
>
> > I faced the following problem. I repeatedly call glp_simplex on the
> > same lp object (only continuous variables) after manipulating the
> > objective function. The objective function value i get seems to be a
> > bit inaccurate (say the third digit seems to be incorrect). As the
> > computation involves several thousand iterations, probably this is due
> > to the accumulation of round-off errors. I always check the returned
> > value of glp_get_status and it is GLP_OPT.
>
> How do you know that the objective is inaccurate?
> Another solver?
> Mathematical analysis?
> Something else?
>
> --
> Michael   address@hidden
> "Those parts of the system that you can hit with a hammer (not advised)
> are called Hardware;  those program instructions that you can only
> curse at are called Software."
>
>