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Re: [Help-glpk] Question about the behavior of lpx_exact


From: Marc Lanctot
Subject: Re: [Help-glpk] Question about the behavior of lpx_exact
Date: Wed, 03 Oct 2007 16:38:24 -0600
User-agent: Thunderbird 2.0.0.6 (X11/20070728)

Marc Lanctot wrote:
Hello,

I'm using GLPK to solve a relatively large linear program. Using doubles (lpx_solve) I get what seems to be a reasonable answer in an hour or 2.

I would like to verify that the solution is exactly right, so I instead use lpx_exact to solve the same linear program. I realize it will take longer, but how much longer should I expect it to take?

The program has been running for 38 hours, and repeatedly output lines that look like the following:

  *203649:   objval =      0.111111111111111   (8895)

Is this an indication that the solution found using lpx_solve is wrong and only terminated due to numerical error, or have I just not waited long enough?

Oh, sorry for the extra email. I should mention that I'm using the most recent versions of GLPK (4.22) and GMP (4.2.2).

Marc

--
Try not to become a man of success but rather to become a man of
value.
  -- Albert Einstein




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