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RE: GLPK finds a solution that violates a constraint
From: |
Meketon, Marc |
Subject: |
RE: GLPK finds a solution that violates a constraint |
Date: |
Sun, 27 Jun 2021 22:07:31 +0000 |
My guess: You have a numerically unstable constraint.
If x=20, y=10 and x - y + 1000000 * z = 1000000, then z = 0.99999. This is
most likely 'close enough' for the solver to believe z is 1.0.
I'm not aware of any parameter using glpsol.exe to set a tolerance. Also,
using '--exact' math also does not seem to help.
-Marc
-----Original Message-----
From: Help-glpk <help-glpk-bounces+marc.meketon=oliverwyman.com@gnu.org> On
Behalf Of Evgeny Kapun
Sent: Sunday, June 27, 2021 5:51 PM
To: help-glpk@gnu.org
Subject: GLPK finds a solution that violates a constraint
I have a model (attached). It includes a constraint:
> s.t. contra : x - y + 1000000 * z <= 1000000;
When I solve it (using glpsol --math model.sol), I get a solution with x=20,
y=10 and z=1, which clearly violates that constraint. Why is it happening?
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