Hello, > I have an application that solves tens of million of tiny LPs coming > from matrix games. On checking the kkt optimality conditions, there > are a dozen cases where both the primal and dual solutions are > incorrect, and about one hundred cases with low quality dual or primal > feasibility.
Could you please output (with glp_write_prob) two or three of your instances, for which solution reported is non-accurate or wrong, and post them to [email protected] (i.e. to me)? Thanks. Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
