Re: [Help-glpk] numerical instability

[Robbie Morrison]

Hello Andrew

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To:          Robbie Morrison <address@hidden>
Subject:     Re: [Help-glpk] numerical instability
Message-ID: <address@hidden>
From:        Andrew Makhorin <address@hidden>
Date:        Wed, 13 Jul 2011 03:27:44 +0400
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>> I do not really understand what Andrew means.
>> Perhaps that rescaling necessarily throws away
>> valuable solution information.  Ask him if you
>> need to know.
>
> Changing row/column scale factors may change the
> basis matrix that would invalidate the current
> basis factorization stored in glp_prob by the
> simplex solver, because the factorization is
> computed for the scaled matrix, not for the
> original one. However, this affects only
> efficiency, because if the basis factorization is
> invalid, the simplex solver will compute it.

Thanks for the response.  Please see:

  http://en.wikibooks.org/wiki/GLPK/Scaling#Recomputation

best wishes, Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Institute for Energy Engineering (IET)
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
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