@Robbie: The problem was very badly scaled (according to the definition given in the wiki). I used glp_scale_prob() but the warnings persist. In the program, the model gets modified with addition and deletion of rows between optimizations. Can I expect that GLPK will take care of rescaling required because of the changes in the model.
Regarding your observation of buggy curves when instability is reported. I am also facing a similar issue. My program runs in parallel environment. I am doing stochastic optimization. An executable with same input every time sometimes converges to optimal values without any issues and at other times leads to bound violations in in my algorithm. Since, it is running in parallel environment glpk solves different lp's in different runs but they should not lead to violations. @Andrew: Is it possible to give advance copy of 4.46 for evaluation? Thanks, Akhil On Sat, Jul 9, 2011 at 2:25 PM, Robbie Morrison <[email protected]> wrote: > > 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.or t the first three steps in the order: GLP_SF_SKIP, > GLP_SFhe first three steps in the order: GLP_SF_SKIP, GLP_SF > g/wiki/GLPK/Troubleshooting#Numerical_instability<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] > > >
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