Hi Heinrich, > The dual simplex method, techniques for a fast and stable implementation > / Achim Koberstein > Paderborn, Univ., Diss., 2005 > Dissertation (PhD) > > describes on page 89 the possibility of numerical cycling due to the > Harris test: > > http://digital.ub.uni-paderborn.de/hs/content/pageview/1508326 > > Wouldn't it be safer to change the default ratio test to --norelax. > > See > https://pdfs.semanticscholar.org/2472/518346d657b8126d8ebe8657e2626dff5ef9.pdf > for ideas how to avoid cycling. >
In glpk 4.61 the dual simplex solver was significantly improved by using bound perturbation technique. In most cases this guarantees that no basic variables violate their bound during the search (that usually caused the message "numeric instability" to appear). Unfortunately, the primal simplex solver is still does not use this technique. Andrew Makhorin PS: [off-topic] What about replacing the error message in DllMain? _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
