Andrew, What happens if I change the model by addition/deletion of rows? Do I need to rescale it or glpk will handle it itself.
Thanks Akhil On Sun, Jul 10, 2011 at 11:34 AM, Andrew Makhorin <[email protected]> wrote: > > I changed the code and all the variables now have fixed upper bound > > ( 1000 units). But I am still getting the Numerical instability > > warnings. > > Numerical instability may happen because of badly scaled problems, so > try to scale your initial lp instance with glp_scale_prob (do not use > glp_scale_prob before reoptimization). Please note that the message > about numerical instability is a warning; if glp_simplex solves to the > end, you may ignore that message. > > > In my program, the size of the model increases in each solve. Is the > > instability because of the increasing problem size or accumulated > > round-off errors. If latter is the case, is there any way to determine > > the instability and reset the model when instability is present. > > > > In the simplex method round-off errors are not accumulated. However, > almost linearly dependent rows added to the current formulation may > cause numerical instability. > >
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