Hello Andrew ------------------------------------------------------------ To: Robbie Morrison <[email protected]> Subject: Re: [Help-glpk] numerical instability Message-ID: <1310513264.4249.19.camel@corvax> From: Andrew Makhorin <[email protected]> Date: Wed, 13 Jul 2011 03:27:44 +0400 ------------------------------------------------------------
>> I do not really understand what Andrew means. >> Perhaps that rescaling necessarily throws away >> valuable solution information. Ask him if you >> need to know. > > Changing row/column scale factors may change the > basis matrix that would invalidate the current > basis factorization stored in glp_prob by the > simplex solver, because the factorization is > computed for the scaled matrix, not for the > original one. However, this affects only > efficiency, because if the basis factorization is > invalid, the simplex solver will compute it. Thanks for the response. Please see: http://en.wikibooks.org/wiki/GLPK/Scaling#Recomputation best wishes, Robbie --- Robbie Morrison PhD student -- policy-oriented energy system simulation Institute for Energy Engineering (IET) 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
