[Help-glpk] Working with larger numbers

[Markus Pilz]

Hi all,

we are working on a tool that utilizes glpk to solve a set of maximum
and minimum cost flows. So far, our approach looks promising. (This
implies a big thank-you to glpk team.)

Currently, we have some difficulties with larger decision variables. For
example, if  the variables of a maximisation problem (max flow) are
limited by values above 1e9, the solution tends to be inexact.

We still can use the solution as a basis for further processing but
maybe we lack some lp (or glpk) basics to obtain exact values in a wider
range.

Does this sound like a common newbie error? Which lp basics have we
overlooked? Are there some common techniques to handle this? (e.g.
scaling, increase precision of the simplex solver,...)

Regards
Markus

P.S.: We are using the glpk API to create the problem and to run the
simplex method. Therefore, I omitted mathprog code.

-- 
______________________________________________________________________
Markus Pilz                          University of Bonn
                                     Institute of Computer Science IV
E-Mail: address@hidden          Roemerstrasse 164
Tel.:   +49 228 73-4549              53117 Bonn
Fax.:   +49 228 73-4571              Germany