Yup, that did it, not sure why I wasn't doing that to begin with. Thanks for your help!
-Laura -----Original Message----- From: glpk xypron [mailto:[email protected]] Sent: Thursday, July 22, 2010 4:45 PM To: Chelaru, Laura Subject: Re: RE: Floating point precision? Hello Laura, > The d[i]'s are percentages, so technically they can range between 0-1. Please, replace subject to Bin_d1 {i in I1}: d[i] <= 100*BIN2[i]; subject to Bin_d2 {i in I1}: d[i] >= k - 100*(1-BIN2[i]); by subject to Bin_d1 {i in I1}: d[i] <= BIN2[i]; subject to Bin_d2 {i in I1}: d[i] >= k * BIN2[i]; This will result in better scaling and could give you up to two extra digits of precision. > A few of the d's are around 10^(-8), so those I can write off as rounding > errors. In a few instances, the "errors" are higher (0.0005), and that > should not happen. Some tolerance in GLPK are as high as 1e-5, e.g.: double tol int (default: 1e-5) Absolute tolerance used to check if optimal solution to the current LP relaxation is integer feasible. Best regards Xypron -------- Original-Nachricht -------- > Datum: Thu, 22 Jul 2010 15:55:40 -0400 > Betreff: RE: Floating point precision? > Thanks for the reply, I didn't catch that detail. > The d[i]'s are percentages, so technically they can range between 0-1. > Taking the '100' out however didn't fix the issue. > > A few of the d's are around 10^(-8), so those I can write off as rounding > errors. In a few instances, the "errors" are higher (0.0005), and that > should not happen. > > Any other ideas? > > -Laura > > -----Original Message----- > From: glpk xypron [mailto:[email protected]] > Sent: Thursday, July 22, 2010 3:25 PM > To: Chelaru, Laura; [email protected] > Subject: Re: Floating point precision? > > Hello Laura, > > the glpsol online helps says: > Options specific to simplex solver: > --exact use simplex method based on exact arithmetic > > The exact option is ignored for MIPs > > > subject to Bin_d1 {i in I1}: d[i] <= 100*BIN2[i]; > > subject to Bin_d2 {i in I1}: d[i] >= k - 100*(1-BIN2[i]); > Check the value range of d[i]. Could a smaller number then > 100 be used? > > Best regards > > Xypron > > > -------- Original-Nachricht -------- > > Datum: Thu, 22 Jul 2010 10:58:44 -0400 > > Betreff: Floating point precision? > > > Hi, > > > > I'm kind of new at this, so please bear with me. I am running a MIP > using > > the GLPK standalone solver. One of the constraints in my program is that > a > > set of variables have to be greater than 'k' if they are positive. I've > > noticed that a couple of the variables fall within the [0, k] interval, > and > > I'm not sure why. I have specified using exact arithmetic. > > > > These are the constraints I'm using: > > subject to Bin_d1 {i in I1}: d[i] <= 100*BIN2[i]; > > subject to Bin_d2 {i in I1}: d[i] >= k - 100*(1-BIN2[i]); > > > > where var BIN2 {i in I3} binary; > > and k is around 0.01; > > > > Thanks for your help, > > Laura > > > > -- > GMX DSL: Internet-, Telefon- und Handy-Flat ab 19,99 EUR/mtl. > Bis zu 150 EUR Startguthaben inklusive! http://portal.gmx.net/de/go/dsl > > ******************** > NOTICE OF CONFIDENTIALITY > This communication including any information transmitted with it is > intended only for the use of the addressees and is confidential. > If you are not an intended recipient or responsible for delivering > the message to an intended recipient, any review, disclosure, > conversion to hard copy, dissemination, reproduction or other use > of any part of this communication is strictly prohibited, as is the > taking or omitting of any action in reliance upon this communication. > If you receive this communication in error or without authorization > please notify us immediately by return e-mail or otherwise and > permanently delete the entire communication from any computer, > disk drive, or other storage medium. > > If the above disclaimer is not properly readable, it can be found at > www.td.com/legal > > AVERTISSEMENT DE CONFIDENTIALITE > Ce courriel, ainsi que tout renseignement ci-inclus, destiné uniquement > aux destinataires susmentionnés, est confidentiel. 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