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[Help-glpk] size of auxiliary variable


From: François Dionne
Subject: [Help-glpk] size of auxiliary variable
Date: Sun, 03 Jan 2010 18:58:15 -0500

Dear mailing list,

I'm thinking of using glpk to solve a series of integer programming
problems. The most difficult one should have around 2048 structural
variables, which are integers with lower bounds of zero and upper bounds
at most 1024 approximately. There are only two constraints, which are
equalities whose coefficients are nonnegative integers not greater than
2048.

The problem that I'm anticipating is this: how big are my auxiliary
allowed to be? I'm expecting them to be fixed positive constant
integers, at most around 1024^3 or 2048^3 . They should fit inside the
mantissa of my machine's double floating point but I'm not sure how many
guard digits I should allow.

Thank you, have a nice day.






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