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[Bug-glpk] numerical instability dual and primal


From: Robert Horvath
Subject: [Bug-glpk] numerical instability dual and primal
Date: Wed, 25 Feb 2004 12:59:11 +0100

I use glpk-4.4 on windows XP.

I have an lp problem written in mathprog.

I use glpsol to solve the problem.

 

When trying to solve it I get the message:

 

spx_simplex: numerical instability (dual simplex)

 

and on some subproblems the solver starts flooding the standard output with non-integer object values

 

  1. Is there a mathematical algorithm that addresses the numerical instabilities, (that I could implement in the code)?
  2. Can I expect an algorithm in the next release of glpk that handles these problems?
  3. Is lpx_intopt going to solve the above problems?

 

 

Thank you

Robert Horvath

 

 

           

 

 


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