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Re: [Help-glpk] non-official updated version of glpk (4.63 pre-release)
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] non-official updated version of glpk (4.63 pre-release) |
Date: |
Sun, 06 Aug 2017 13:00:28 +0300 |
On Sun, 2017-08-06 at 12:13 +0300, Andrew Makhorin wrote:
> Hi Chris,
>
> >
> > I did some additional checking and it seems that spx_chuzc_sel finds
> > an eligible variable with d[j] ~3 times the eps value but no progress
> > is made, ending up cycling between two variables.
> >
>
> Interesting to note that exactly the same picture (cycling on two bases
> near the optimum on solving LP with MPSX/370) is described in the paper:
> W.Ogryczak, On practical stopping rules for the simplex method,
> Math.Prog.Study 31 (1987), pp.167-174.
BTW, this article is freely available at:
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.703.6576&rep=rep1&type=pdf
>
> Andrew Makhorin