Hello, I have a lp problem that gives me numerical instability on the standard simplex method in glpk. I've been able to solve it using another solver that I compiled with long doubles, but I would prefer to use glpk if I can make it work for this.
I tried following the recommendations in the manual for using glp_exact, but the computation is still taking too long and I'm not sure I'm doing this correctly. In the section for the glp_exact function, the manual reads: "Computations in exact arithmetic are very time-consuming, so solving LP problem with the routine glp_exact from the very beginning is not a good idea. It is much better at first to find an optimal basis with the routine glp_simplex and only then to call glp_exact, in which case only a few simplex iterations need to be performed in exact arithmetic." And here is what I ran (my problem is in the CPLEX lp format): glpsol --lp problem.lp -w inexact-solution.txt glpsol --exact --ini inexact-solution.txt --lp problem.lp Am I doing this properly? If I am, then I would try to do this using long doubles. Would the developer(s) welcome a contribution of support for long doubles to the source code? Many thanks and regards, Afif
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