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Re: [Help-glpk] Working with larger numbers


From: Andrew Makhorin
Subject: Re: [Help-glpk] Working with larger numbers
Date: Tue, 29 Jul 2008 15:25:12 +0400

Markus,

I tried both your instances that you posted me with "glpsol --nopresol
--noscale --min/--max", and in all four cases the solution reported
was sufficiently accurate in the sense that KKT optimality conditions
had zero residual errors.

Could you demonstrate how "inexactness" looks like? Probably there is
some misunderstanding.

(I noticed that to limit arc flows you are using general constraints
like:

flow_sum_(3,2),_163800: + x_1 >= 0
                        + x_1 <= 163800

It would be better to specify explicit lower and upper bounds of
corresponding variables; this would allow essentially decreasing the
number of general constraints.)

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

Does this mean that lpx_exact takes too much time?





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