You might want to look at the EXLP package referenced in the LP FAQ (http://www-unix.mcs.anl.gov/otc/Guide/faq/linear-programming-faq.html). At least, it might provide some inspiration.
You might also want to reconsider why you have such large coefficients to begin with. Perhaps there are insights that would lead to a more tractable formulation. Bob Fourer [EMAIL PROTECTED] In reply to the message from >>> David Stephenson <[EMAIL PROTECTED]> received 3/21/05 9:00 AM: > I am getting quite a few numerical instability (dual simplex) warnings > while solving a MIP problem with coefficients on the order of 10^8, and > so I'm considering trying to integrate an arbitrary precision package > into the GLPK code. > > Has anyone out there already tried this? > > DS > > _______________________________________________ > Help-glpk mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-glpk > _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
