Re: [Help-glpk] Working with larger numbers

[Markus Pilz]

Gabor Retvari wrote:
> On Monday 28 July 2008, Markus Pilz wrote:
> 
>> we are working on a tool that utilizes glpk to solve a set of maximum
>> and minimum cost flows. So far, our approach looks promising. (This
>> implies a big thank-you to glpk team.)
>>
>> Currently, we have some difficulties with larger decision variables. For
>> example, if  the variables of a maximisation problem (max flow) are
>> limited by values above 1e9, the solution tends to be inexact.
>>
>> We still can use the solution as a basis for further processing but
>> maybe we lack some lp (or glpk) basics to obtain exact values in a wider
>> range.
> 
> Wouldn't it be plausible to run GLPK over precise arithmetics? You can do 
> this by calling lpx_exact instead of lpx_simplex. 
> Network flow problems tend 
> to be seriously overconstrained and thus highly degenerate, calling for 
> numerical instability. An exact solver would solve this issue, for the prize 
> of being somewhat slower. I mean, *really* slower.


Yes you are right. We already moved to lpx_exact, but it does not help
everywhere.

Best regards
Markus

> 
> Best regards, 
> Gabor
> 
> ----
> 
> http://qosip.tmit.bme.hu/~retvari
> 
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