On 10/17/2009 01:33 PM, Andrew Makhorin wrote:
I set up a Travelling Salesman Problem model using GLPK. When I
increase the number of cities, I run into this message:
Warning: numerical instability (primal simplex, phase II)
* 24: obj = 3.065645000e+06 infeas = 1.747e-20 (0)
Could someone please tell me what this refers to and what I can do
about it.
The warning means that due to round-off errors the current basis
became primal infesible, so the simplex solver switched to phase I
to restore primal feasibility and then continued the search.
For example, are there parameters I can tweak to get rid of this
message? I am aware of glp_iocp but don't understand where its
specific parameters can be used in the face of the issue above.
You can enable/disable the terminal output with glp_term_out routine.
Also, after that message I get a *lot* of messages like this:
+555052: mip = not found yet>= 3.065645938e+06 (89009;
260251)
+555716: mip = not found yet>= 3.065645938e+06 (89070;
260620)
+556402: mip = not found yet>= 3.065645938e+06 (89158;
260968)
The glpk mip solver reports the search progress every 5 secs.
Would this be related to the first problem (about numerical
instability)?
No.
It seems to get stuck at this point.
Your instance/formulation is hard for the glpk mip solver due to its
size and combinatorial nature.
FYI: You might try to solve tsp with Concorde using glpk as an
underlying lp solver. For more details see examples/cplex/README.
Andrew Makhorin
Thanks for the info.
-Will
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