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RE: [Help-glpk] control parameters and round-off error
From: |
Sebastian Pokutta |
Subject: |
RE: [Help-glpk] control parameters and round-off error |
Date: |
Tue, 15 Jan 2008 17:15:41 +0300 |
Ali,
If you use a linear program you might also consider using the exact simplex
solver in glpk. In this case the simplex solution should be exact.
Regards,
Sebastian
-----Original Message-----
From: address@hidden
[mailto:address@hidden On Behalf Of
Michael Hennebry
Sent: 15 January 2008 06:24
To: Ali Baharev
Cc: glpk
Subject: Re: [Help-glpk] control parameters and round-off error
On Tue, 15 Jan 2008, Ali Baharev wrote:
> I do not know the solution with guaranteed accuracy, it would require
> a self-validating method such as interval arithmetic. I only suspect
> that the solver has numerical problems as i have inconsistent results.
> An error estimate on the result of the solver could help me.
In what way are they inconsistent?
There is an algorithm for computing sums fairly precisely.
I can't think of the name right now.
If doing a dot product, your roundoff should be
bounded by roughly 3*eps*(sum of absolute values).
A third of that is the roundoff from forming the products.
With IEEE binary arithmetic, eps is the largest
number such that the machine computes 1+eps to be 1.
--
Michael address@hidden
"Those parts of the system that you can hit with a hammer (not advised)
are called Hardware; those program instructions that you can only
curse at are called Software."
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- Re: [Help-glpk] control parameters and round-off error, (continued)
RE: [Help-glpk] control parameters and round-off error,
Sebastian Pokutta <=
- Re: [Help-glpk] control parameters and round-off error, Ali Baharev, 2008/01/15
- Re: [Help-glpk] control parameters and round-off error, Andrew Makhorin, 2008/01/15
- Re: [Help-glpk] control parameters and round-off error, Michael Hennebry, 2008/01/15
- Re: [Help-glpk] control parameters and round-off error, Andrew Makhorin, 2008/01/15
- Re: [Help-glpk] control parameters and round-off error, Ali Baharev, 2008/01/15
- Re: [Help-glpk] control parameters and round-off error, Ali Baharev, 2008/01/25