Andrew, > Some improvements were made in the primal and dual simplex > solvers to make the solution process more numerically stable.
Indeed, the latest version is very stable: I tried several problems that had issues before without any problems. However, the perturbation code disables the check whether the objective limit has been reached, which results in a lot more iterations. In order to address this, I tried to keep track whether objective coefficients are modified and only disable the check in this case. I attach two patches that achieve this: -The fist one adds all potential coefficient changes away from the original, and subtracts only the ones that definitely restore the original coefficient. This is an upper bound to the number of modified coefficients and as such disables the check a few times more than strictly necessary. -The second patch (relative to the first one) works a bit harder to count the exact number of modified coefficients at every point. A test case that nicely shows the improvement is with rmatr100-p5 from miplib (using a saved solution): glpsol --pcost rmatr100-p5.mps.gz --use rmatr100-p5.sol.gz All cases finish the search with 3577 nodes, but the number of iterations needed are: original 960889 iterations first patch 480941 iterations second patch 468640 iterations Best Regards, Chris Matrakidis
0001-keep-track-of-perturbed-coefficients-in-dual-simplex.patch
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0002-keep-track-of-perturbed-coefficients-in-dual-simplex.patch
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