Re: [Help-glpk] precision for MIP

[Robert Fourer]

You might want to look at the EXLP package referenced in the LP FAQ
(http://www-unix.mcs.anl.gov/otc/Guide/faq/linear-programming-faq.html).  At
least, it might provide some inspiration.

You might also want to reconsider why you have such large coefficients to
begin with.  Perhaps there are insights that would lead to a more tractable
formulation.

Bob Fourer
address@hidden


In reply to the message from >>> David Stephenson
<address@hidden> received 3/21/05 9:00 AM:

> I am getting quite a few numerical instability (dual simplex) warnings
> while solving a MIP problem with coefficients on the order of 10^8, and
> so I'm considering trying to integrate an arbitrary precision package
> into the GLPK code.
> 
> Has anyone out there already tried this?
> 
> DS
> 
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