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Re: [Bug-glpk] MIP false optimal
From: |
Andrew Makhorin |
Subject: |
Re: [Bug-glpk] MIP false optimal |
Date: |
Thu, 08 Feb 2018 08:56:45 +0300 |
On Wed, 2018-02-07 at 23:11 -0500, address@hidden wrote:
> Also I found a problem (attached) where glpk returns: "Status:
> INTEGER OPTIMAL" for a suboptimal solution.
> Best objective should be 45040 rather than the 46040 glpk finds.
> -Ryan
Thank you for your bug report.
Glpsol may report a suboptimal solution as optimal because your mip is
badly scaled:
Scaling...
A: min|aij| = 1.000e+00 max|aij| = 2.032e+09 ratio = 2.032e+09
Since glpk uses floating-point calculations, this may affect the
solution obtained.
Probably you need to reformulate your mip to avoid huge constraint
coefficients at binary variables.
Andrew Makhorin
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