> I am sure we both agree that getting into an infinite loop is not > acceptable.
>> and applying geometric mean scaling makes the instance badly scaled. > What is your opinion about the Curtis-Reid scaling algorithm? I do not think that another scaling algorithm would help. The defect is in the simplex solver. >> However, a much better way is to replace tiny constraint coefficients >> by exact zeros. > How can i figure out what "tiny" is? It depends on the instance's nature. I could suggest the following criteria: a[i,j] is tiny if |a[i,j]| < 1e-8 * max|a[i,*]| assuming that max|a[i,*]| is not very huge. For example, in the row: 1.23 x1 + 2.34 x2 + 3.45e-15 x3 + 4.56 x4 <= 5.67 constraint coefficient '3.45e-15' is tiny and should be replaced by exact zero (or skipped at all). _______________________________________________ Bug-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-glpk
