Hello list This is more an observation than a question.
After adding the following entry to the GLPK wikibook: http://en.wikibooks.org/wiki/GLPK/Troubleshooting#Numerical_instability I ran into almost the same problem -- but this time dual not primal: Warning: numerical instability (dual simplex, phase II) This particular warning is not documented in the API manual but I guess what was said earlier about the primal warning also applies. I have not yet run 'lpx_check_kkt' on the offending solutions. But the solver returns 0 (it completed) and the solution status is GLP_OPT (integer optimal solution). That said, the underlying source of this problem is ALMOST CERTAINLY in my code. However, disabling the simplex presolver "d_parmSimplex.presolve = GLP_ON" prevented the instability warning. While retaining problem scaling 'glp_scale_prob' and using the advanced initial basis 'glp_adv_basis' seemed not at issue. If anyone would like to comment on this .. --- I also added the following wikibook section: http://en.wikibooks.org/wiki/GLPK/Troubleshooting#Karush-Kuhn-Tucker_optimality_conditions Is there an API routine that prints this information to console or file? 'glp_print_ranges' perhaps? If so, please let me know and I will add that information to the wikipage. best wishes, Robbie --- Robbie Morrison PhD student -- policy-oriented energy system simulation Technical University of Berlin (TU-Berlin), Germany University email (redirected) : [email protected] Webmail (preferred) : [email protected] [from Webmail client] _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
