> The termination test based on a fixed tolerance value (tol_dj) currently > used in the primal simplex is not perfect. As you understand, > multiplying the objective coefficients by a constant changes the reduced > costs proportionally, so if you would multiply the objective, say, by > 0.1 (for the instance above), the termination test would be passed > successfully. The internal objective scaling I added in 4.63 helps, but > not in all cases. The only way to avoid this situation is to use a more > robust termination test, for example, based on a sensitivity analysis. >
May also note that the numerical instability detected in the dual simplex means that some reduced costs dj's violate their zero bounds more than the tolerance tol_dj permits, i.e. this is caused by a similar reason, since reducing the objective coefficients would reduce dj's making the solution dual feasible. _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
