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[Help-glpk] Interior point failure
From: |
Reginald Beardsley |
Subject: |
[Help-glpk] Interior point failure |
Date: |
Tue, 18 Dec 2012 09:21:49 -0800 (PST) |
I've been fooling around w/ L1 fits to a line w/ random errors in X & Y to
collect performance profiling data. The model is cf12a.mod w/ the data
generated by an awk script.
At slightly over 700 points, I find that the interior point method fails to
converge sometimes. The number of failures in a run of 10 instances w/ 714
points varies from run to run. This is the case whether the data points vary
from run to run or if the points are the same but the order in which they are
supplied varies.
command is:
glpsol --interior -m tst.mod -d tst.dat
can anyone point me to an explanation of why? I'm guessing this is a result of
floating point arithmetic, but would like to better understand it.
Thanks,
Reg
- [Help-glpk] Interior point failure,
Reginald Beardsley <=