> Hi > I am working on building an LP model of an electricity market. I had a > model > that ran in about 20 seconds. After changing some of the input data, I > ran it > again, and this time GLPK kept giving the message: > 'spx_simplex: numerical instability (primal simplex, phase II)' > and took much longer to run. > > What does this message mean, and is there anything I can do about it to > make > my model run faster?
Looks like your model is badly scaled. Try to call lpx_scale_prob before call to lpx_simplex. To reduce the solution time call either lpx_adv_basis or lpx_cpx_basis right before lpx_simplex. These routines allows the simplex starting from an advanced basis. Another way is to enable the LP presolver: lpx_set_int_parm(lp, LPX_K_PRESOL, 1); (on api level it is disabled by default). This may improve your model, so scaling will not be needed. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
