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Re: [Help-glpk] infinite loop
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] infinite loop |
Date: |
Wed, 13 Apr 2016 17:28:19 +0300 |
> I'm working with legacy code that uses GLPK. Here is the version
> number from the source code:
>
> #define GLP_MAJOR_VERSION 4
>
> #define GLP_MINOR_VERSION 51
> The legacy code solves many linear programming problems and sometimes
> the solver gets into an infinite loop. Below is part of the output
> from the infinite loop and it seems clear that this it a problem with
> numerical instability. My question is how can I deal with this:
>
> 1) Is there a newer version of GLPK that I should use where this
> problem would not occur?
Yes. Please try the most recent version of glpk which is 4.60.
It has improvements to avoid numerical instability and cycling.
See http://lists.gnu.org/archive/html/help-glpk/2016-04/msg00000.html .
>
> 2) Can I do something to avoid the infinite loop with the version I'm
> using. This would be much preferred as the legacy code is
> undocumented. It would be best if I could eventually get some error
> from GLPK (and ignore this problem instance) rather it breaking the
> whole system.
>
> 3) I was considering running GLPK in an external process and killing
> it if no answer is produced in some time, yet this is laborious and
> would introduce problems with efficiency as the input for the process
> would have to be serialized and then parsed.