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Re: [Help-glpk] what does it mean by "Numerically instability"
From: |
glpk xypron |
Subject: |
Re: [Help-glpk] what does it mean by "Numerically instability" |
Date: |
Fri, 08 Oct 2010 00:00:26 +0200 |
Hello Xiaomi,
if the basic solution is not primal/dual feasible within a tolerance
the warning you observed is written.
The tolerances are passed in structure glp_smcp to the simplex solver
as fields tol_bnd and tol_dj, both defaulting to 1e-7.
This may be caused by bad scaling of the model, e.g. excessive
values of M in a big M approach.
see
http://lists.gnu.org/archive/html/help-glpk/2003-10/msg00004.html
http://en.wikibooks.org/w/index.php?title=GLPK/Terminal_output#Numerical_instability
Best regards
Xypron
-------- Original-Nachricht --------
> Datum: Thu, 7 Oct 2010 13:48:56 -0400
> Betreff: [Help-glpk] what does it mean by "Numerically instability"
> When I solve the LP file in GLPK 4.44, there are multiple same warnings:
>
> Numerically instability (primal simplex, phase I)
>
> What does that mean? Thanks.
>
> _______________________________________________
> Help-glpk mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-glpk
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