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

[Ali Baharev]

Thank you for your detailed e-mail.

I tried parm.nrs_max = 10; but it did not help.

> The objective
> may be inaccurate also due to reduced cost tolerance which is 1e-7 by
> default. Besides, if the objective coefficients are too small (much
> less than 1.0), it would be desired to scale them.

My LP problems are also very degenerate. The first LP problem i solve
has a zero objective that is feasibilty check. Then i solve min x_j
and max_j for all columns. (In fact it is possible to skip some
columns analysing the non-basic variables.) So again, the objective is
very simple, there is exactly one variable with coefficient 1.0. All
variables are box constrained with initial -1.0 and 1.0 lower and
upper bounds, respectively.

Does this help getting an error estimate on the objective function value?
Does this help setting a stricter tolerated error on the objective
function value?
Is there a way to exploit this simple objective?

> If you think that a new row/column added to the instance is badly
> scaled, you can change its scale factor with glp_set_rii (for row)
> or with glp_set_sjj (for column).

Once the LP problem is built, i never add a new column or row, i only
manipulate the objective as written above.
I have tried all three scalings, but the results are the same.

Thank you for your help.