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[Help-glpk] Strict inequalities
From: |
Pieter Thysebaert |
Subject: |
[Help-glpk] Strict inequalities |
Date: |
Fri, 9 Aug 2002 16:10:15 +0200 |
Hello,
I've been able to solve my previous problems, and have stumbled on something
new when extending my model:
I would like to enforce strict inequality constraints.
A natural solution seems to be: work with the supported non-strict upper and
lower bounds and add some very small quantity epsilon (some machine delta
like number) to one side of the inequality.
Is this the way it is supposed to be done, and if so, are there any GLPK
builtin constants (perhaps any of the real-valued parameters) that are
suitable to ac as such an "epsilon" (i.e. small enough, but not so small that
it would lose its use due to tolerance levels used by glpk) ?
Pieter
- [Help-glpk] Strict inequalities,
Pieter Thysebaert <=