Hello Glenn, the presolver of GLPK 4.45 cannot eliminate duplicate rows.
I suggested to update GLPK: http://lists.gnu.org/archive/html/help-glpk/2010-10/msg00045.html http://lists.gnu.org/archive/html/help-glpk/2010-11/msg00013.html You can checkout the patched version with svn co http://www.xypron.de/svn/glpk/branches/glpk-4.44-npp Hopefully Andrew will include duplicate row removal in a future release of GLPK. Best regards Xypron -------- Original-Nachricht -------- > Datum: Thu, 17 Mar 2011 17:26:13 -0500 > Betreff: [Help-glpk] Fixing Numerical Instability Problems > > Hi, > > 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. The LPs were scaled using the parameter "GLP_SF_AUTO". > I'm hoping there is some way to fix these problem cases by re-solving > the LP with different parameters. The problem cases generally seem to > have multiple constraints that are identical; I suspect that this is > the source of the problem. > > I'm thinking that I might be able to fix this by enabling the > presolver. For efficiency reasons, it seems to make sense to > selectively enable the presolver for the LPs that don't satisfy the kkt > optimality conditions? But quoting the manual -- "Presolving may be > used when the problem instance is solved for the first time. However, > on performing re-optimization the presolver should be disabled." This > seems to imply that I shouldn't solve a problem with presolver disabled > and then try to correct it by re-optimizing with the presolver. I.e. I > should use the presolver on all instances. Is this right? Also, since > the LPs are of the same size and are dense, I set up the LP once and > then on successive LPs, change the matrix values and reload it. Does > this qualify as a re-optimization where the presolver should be > disabled? > > -- Glenn C. Rhoads -- Empfehlen Sie GMX DSL Ihren Freunden und Bekannten und wir belohnen Sie mit bis zu 50,- Euro! https://freundschaftswerbung.gmx.de _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
