Thank you for your bug report. Please note that your model is extremely badly scaled:
Scaling... A: min|aij| = 1.331e-32 max|aij| = 1.000e+00 ratio = 7.510e+31 GM: min|aij| = 2.293e-16 max|aij| = 4.361e+15 ratio = 1.902e+31 EQ: min|aij| = 5.259e-32 max|aij| = 1.000e+00 ratio = 1.902e+31 Since glpsol is based on inexact (floating-point) arithmetic, there may be large errors in the solution obtained. Try to remove tiny constraint coefficients (say, whose magnitude is less than 1e-7) from the model. You also may try to solve the model in exact arithmetic by specifying '--xcheck' option to glpsol. Andrew Makhorin On Wed, 2015-09-09 at 14:19 +0000, Arts, J.J. wrote: > Dear Andrew, > > > > The attached model file contains an LP formulation for a Markov > Decision Process (it is a small formulation fortunately). For this > problem, I have also implemented a dynamic progamming formulation. The > LP formulation in the model file is not solved correctly when I use > glpsol.exe via GUSEK on a windows 7 32 bit system with 4 Gb RAM. This > is immediatelyt obvious from the output in the attached file where the > normalization row should have an activity of 1.0, but an activity of 0 > is reported. However, if I use glpsol.exe to generate an MPS file and > solve the model from the MPS file, I obtain the correct answer (which > can be verified from my dynamic programming implementation). This > behaviour is somewhat dependent on the input parameters. In some cases > both yield the same result, but in most cases they do not. > > > > I believe that this result may be somehow due to the fact that I > compute parameters (which in this case are Poisson probabilities) from > within the GMPL code (see the section called Transition > probabilities). I have made LP implementation of MDP problems in GMPL > before without any problems, but in these implementations I read the > transition probabilities from a file that I generate in Octave. > > > > If you have time to pursue this bug, I would be happy to work with you > to find it, but I am not sure where to start at this point. > > > > Regards > > > > Joachim > > > > > Dr.ir. Joachim Arts > > Assistant Professor > > School of Industrial Engineering > > Eindhoven University of Technology > > Phone: +31 (0)644161529 > > > > > > _______________________________________________ Bug-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/bug-glpk
