[Help-glpk] [Fwd: Scaling: Which? and Suppressing output]

[Andrew Makhorin]

-------- Forwarded Message --------
From: GLENN RHOADS <address@hidden>
To: address@hidden
Subject: Scaling: Which? and Suppressing output
Date: Thu, 24 Feb 2011 11:38:50 -0500

Hi,

I have a C++ application where calling glpk_simplex() sometimes
generates a "numerical instability" warning message.  To fix this
problem, I tried to scale the data by first calling glpk_scale_prob().
 However, calling glpk_scale_prob() generally prints out a message like


A: min|aij| =  4.000e-01  max|aij| =  2.800e+00  ratio =  7.000e+00
Problem data seem to be well scaled

This is especially annoying because in this application, I am solving
*millions* or even billions of very small dense LPs (these LPs come
from matrix games).  How can I suppress these messages and still get
any warning or error messages that I need to see?  Right now, any
warning messages are getting lost in a never-ending stream of useless
messages.


Also, there are a couple of different scaling options available such as
"geometric mean" scaling and "equilibration" scaling.  I don't know
what these are.  Are there any useful rules of thumb as to which
scaling method to use?

-- Glenn C. Rhoads