On Mon, 21 Sep 2009, Sam Seaver wrote: >> GLPK does allow one to fix variables. >> I suspose it's *possible* that telling it a fixed "variable" is >> double bounded instead of fixed might cause it to do the wrong thing. >> Probably the difficulty is elsewhere. >> Is your problem almost infeasible? > > How do I determine the 'almost' part?
With difficulty. Here is a possiblity: Scratch the old objective. Replace it with maximize slack. Leave equalities alone. Replace Ax>=b with slack<=Ax-b. Replace Ax<=b with slack<=b-Ax. Mathematically, for the original problem to be feasible, the optimal of the new problem must be non-negative. If it's small, the original problem is almost infeasible. Scaling could affect both the difficulty in solving the original and the optimum of the new problem. -- Michael [email protected] "Pessimist: The glass is half empty. Optimist: The glass is half full. Engineer: The glass is twice as big as it needs to be." _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
