Hello Akhil Just some thoughts.
How badly scaled is your problem? Do you employ scaling? This is off by default under API usage and needs an explicit call. You can set the type of scaling using bitwise or-able constants. Please see: http://en.wikibooks.org/wiki/GLPK/Scaling Also note the comments on stability here: http://en.wikibooks.org/wiki/GLPK/Troubleshooting#Numerical_instability Perhaps you can get an "advance copy" of 4.46 from Andrew? Note the warning is just that. Its presence does not preclude an optimal solution. So does the solver run to completion? Finally, my work involves the modeling a network of processes, described via characteristic curves (that's the simple explanation anyhow). I found that whenever I hit stability issues, my characteristic curves were buggy, aphysicial, and in need of fixing. Conversely, correct curves have never (fortunately) given stability problems. But maybe the notion of physicality does not apply in your case. HTH, Robbie --- ------------------------------------------------------------ To: Andrew Makhorin <[email protected]> Subject: Re: [Help-glpk] numerical instability From: Akhil langer <[email protected]> Date: Fri, 8 Jul 2011 11:42:34 -0500 ------------------------------------------------------------ > Andrew, > > Thanks, Andrew. The NaN problem has been > resolved. However, I keep getting the following > warning: > > Warning: numerical instability (primal simplex, phase I) > > Please note that I have been using INT_MAX as the upper > bound for some columns. Could that be the cause of the > instability? I can change these columns also to be free > but that would require some changes in the code. Just > wanted to check with you if changing the code will > remove the instability? > > Thanks, > Akhil --- Robbie Morrison PhD student -- policy-oriented energy system simulation Technical University of Berlin (TU-Berlin), Germany University email (redirected) : [email protected] Webmail (preferred) : [email protected] [from Webmail client] _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
