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


From: Andrew Makhorin
Subject: Re: [Help-glpk] control parameters and round-off error
Date: Tue, 15 Jan 2008 18:18:45 +0300

> My LP problems are generated by successive linearization of a
> nonlinear problem, and i need to automate the solution process. So my
> problem is not only for this particular LP problem, i need an error
> estimate on the objective function value for each solved LP problem.

I think that in this case one should talk about _approximation_ error,
not about round-off error.





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