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

[Ali Baharev]

Thank you for the tip.

There is an other possibility to get rigorous (100% sure even for
ill-conditioned and badly scaled problems) error bounds for the
optimal value of the LP with interval arithmetic, Christian Jansson
has many publications on this topic.

I think that the exact simplex solver is very interesting but it is
very slow for real life problems (have not tried yet though). The
above mentioned rigorous error bounds can be computed quickly even for
large problems.

Ali