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


From: Andrew Makhorin
Subject: Re: [Help-glpk] [Fwd: Scaling: Which? and Suppressing output]
Date: Fri, 25 Feb 2011 01:10:17 +0300

> > > A: min|aij| =  4.000e-01  max|aij| =  2.800e+00  ratio =  7.000e+00
> > > Problem data seem to be well scaled
> > The message is written in file glpk-4.45/src/glpscl.c
> > You could replace the following lines:
> > 
> >       if (min_aij >= 0.10 && max_aij <= 10.0)
> >       {  xprintf("Problem data seem to be well scaled\n");
> >          /* skip scaling, if required */
> >          if (flags & GLP_SF_SKIP) goto done;
> >       }

A simplier way is to call glp_term_out(GLP_OFF) before a call to
glp_scale_prob, and then call glp_term_out(GLP_ON) to resume the
terminal output.

> Any suggestions on which scaling method might be preferred for my
> application?  I think what is happening is that some of the
> coefficients are for all practical purposes effectively 0.  These
> "effective zeroes" are being represented in the matrix as some very
> small number, e.g. 7.2134e-32, whereas the other entries are of a
> common everyday size like 8.2, or 0.34.  Which scaling method would be
> preferred for handling this situation?
> 

It is highly recommended to replace tiny constraint coefficients by
exact zeros; glpk does not do that automatically to keep the user data
intact. Then you could try glp_scale_prob(GLP_SF_GM|GLP_SF_EQ|
GLP_SF_SKIP).




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