Dear List Members, We often see posts from confused users who cannot understand why GLPK behaves weirdly for some LP instances. The suspected reason is usually excessive round-off error. I also had a long discussion on this topic in January:
http://lists.gnu.org/archive/html/help-glpk/2008-01/msg00029.html Since then, i released a source code in March for computing verified bounds on the objective value with directed rounding, for continuous LP problems with double-bounded variables. I released the revised code (still very rough!) on my homepage just now: http://reliablecomputing.eu/software.html#rigorous_error_bounds This could be an alternative to exact arithmetic. Checking the results with directed rounding is much faster than exact arithmetic but has its own drawbacks also. It would be really good to extend my code, and check every node of the search tree with directed rounding in case of MILP, unfortunately i lack the time. If done, however, one could get the solution of the MILP with mathematical certainty. Suggests and help are welcome. If you have any questions concerning my code, do not hesitate to contact me. Best regards, Ali _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
