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Re: [Help-glpk] sensitivity analysis table in glpk


From: Andrew Makhorin
Subject: Re: [Help-glpk] sensitivity analysis table in glpk
Date: Sat, 26 Dec 2009 11:02:20 +0300

> I tried it on my mac os x and /dev/stdout also corresponds to the
> standard output (since it is a unix variant). 

> The problem is, of course, the out-dated LPX_OPT. Even after glpsol
> found the optimal solution, I still got the output saying:

> "
> ...

> Size of triangular part = 1
>       0: obj =   1.825236167e+05  infeas =  2.463e+05 (0)
> *     1: obj =   2.705000000e+03  infeas =  0.000e+00 (0)
> *    28: obj =   2.243054181e+05  infeas =  0.000e+00 (0)
> OPTIMAL SOLUTION FOUND
> Time used:   0.0 secs

> ...

> No range information since solution is not optimal.

> End of output
> "

This is a scaling/tolerance issue, i.e. glp_simplex reports that
the status is optimal, but glp_warm_up does not agree with that.

Please replace line 70, file glplpx03.c:

      lpx_warm_up(lp);

by the following line:

      glp_factorize(lp);

This must help.

(I will try to re-implement lpx_print_sens_bnds using new api
routines.)





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