Hello,
I'm using GLPK to solve a relatively large linear program. Using doubles
(lpx_solve) I get what seems to be a reasonable answer in an hour or 2.
I would like to verify that the solution is exactly right, so I instead
use lpx_exact to solve the same linear program. I realize it will take
longer, but how much longer should I expect it to take?
The program has been running for 38 hours, and repeatedly output lines
that look like the following:
*203649: objval = 0.111111111111111 (8895)
Is this an indication that the solution found using lpx_solve is wrong
and only terminated due to numerical error, or have I just not waited
long enough?