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[Bug-glpk] Re: numerical instability - infinite loop


From: Ali Baharev
Subject: [Bug-glpk] Re: numerical instability - infinite loop
Date: Wed, 28 Oct 2009 21:51:30 +0100

Dear Andrew,

I just added a limit on the number of restarts in the simplex
algorithm. In this way i do avoid the infinite loop. Could it be
officially supported?

It would be nice to have a function that makes a hexadecimal snapshot
of the internal state of the solver and writes it to the disk so it
can be reproduced.

Could you please help me how my LP problems should be change to
improve their numerical properties?

I already removed the tiny coefficients as you proposed and i suspect
now the tiny row bounds are causing the trouble.

An example is at the link i sent yesterday. The main.cpp takes the
dump.txt as the input, builds the problem, writes it as dump.lp then
starts the iteration and produces the log.txt console output. I can
only reproduce this in the Windows environment.

Many thanks for your help,

Ali




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