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

[glpk xypron]

> 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?
> 
> -- Glenn

Hello Glenn,

I added a page to the wikibook:
http://en.wikibooks.org/wiki/GLPK/Scaling

If some very small coefficients (e.g. 7.2134e-32) can safely be replaced
by zero do not enter them into the matrix at all.

I would suggest GLP_SF_AUTO as a starting point for scaling. If all
coefficients are between .1 and 10, scaling will be skipped by this
setting.

Best regards

Xypron

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