Dear Andrew, Thanks for the help.
> I do not think that another scaling algorithm would help. The defect > is in the simplex solver. Could you please fix that? Would it be a lot of work? >> 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). This would be acceptable for me. Could you please suggest a criteria for "huge" in "max|a[i,*]| is not very huge". I have to automate this, because I generate thousand of LPs in an iteration loop. Many thanks! Ali _______________________________________________ Bug-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-glpk
