Hi Akhil ------------------------------------------------------------ To: Robbie Morrison <[email protected]> Subject: Re: [Help-glpk] numerical instability Message-ID: <CANDF1bYffUQeMZccM8CeRo2q6OFf=-8drfq9ukovl5jou3e...@mail.gmail.com> From: Akhil langer <[email protected]> Date: Mon, 11 Jul 2011 20:38:28 -0500 ------------------------------------------------------------
> @Robbie: The problem was very badly scaled (according > to the definition given in the wiki). Those definitions come straight from the documentation in the GLPK source code. > 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. Andrew gave this answer: | ------------------------------------------------------------ | To: Akhil langer <[email protected]> | Subject: Re: [Help-glpk] numerical instability | Message-ID: <1310315685.3549.17.camel@corvax> | From: Andrew Makhorin <[email protected]> | Date: Sun, 10 Jul 2011 20:34:45 +0400 | ------------------------------------------------------------ | | 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). I do not really understand what Andrew means. Perhaps that rescaling necessarily throws away valuable solution information. Ask him if you need to know. > 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. What kind of parallel environment? Strictly speaking GLPK is not thread-safe, although several users have written threaded programs. Here is the official line: http://en.wikibooks.org/wiki/GLPK/Using_the_GLPK_callable_library#Thread_safety Are you using multi-threading? And if so, which library for support? 'Pthreads' perhaps? HTH, Robbie --- 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
