[Help-glpk] control parameters and round-off error

[Ali Baharev]

Dear List Members,

I faced the following problem. I repeatedly call glp_simplex on the
same lp object (only continuous variables) after manipulating the
objective function. The objective function value i get seems to be a
bit inaccurate (say the third digit seems to be incorrect). As the
computation involves several thousand iterations, probably this is due
to the accumulation of round-off errors. I always check the returned
value of glp_get_status and it is GLP_OPT.

Can i set the solver to automatically refactor the basis matrix
(probably with stricter tolerances) if it is needed?
Which parameters should be changed to set stricter tolerances?

I am OK with a slower solution process if the values are more precise.

Is it possible to obtain some kind of estimate on the error of the
objective function value?

My LP problem is supposed to be badly scaled. I call
lpx_scale_prob(lp); before calling glp_simplex however i do not know
if it is enough or not.

Should i change the scaling parameter?

Many thanks in advance,

Ali