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[Help-glpk] Re: Floating point precision?


From: glpk xypron
Subject: [Help-glpk] Re: Floating point precision?
Date: Thu, 22 Jul 2010 21:25:07 +0200

Hello Laura,

the glpsol online helps says:
  Options specific to simplex solver:
   --exact           use simplex method based on exact arithmetic

The exact option is ignored for MIPs

> subject to Bin_d1 {i in I1}: d[i] <= 100*BIN2[i];
> subject to Bin_d2 {i in I1}: d[i] >= k - 100*(1-BIN2[i]);
Check the value range of d[i]. Could a smaller number then
100 be used?

Best regards

Xypron


-------- Original-Nachricht --------
> Datum: Thu, 22 Jul 2010 10:58:44 -0400
> Betreff: Floating point precision?

> Hi,
> 
> I'm kind of new at this, so please bear with me. I am running a MIP using
> the GLPK standalone solver. One of the constraints in my program is that a
> set of variables have to be greater than 'k' if they are positive. I've
> noticed that a couple of the variables fall within the [0, k] interval, and
> I'm not sure why. I have specified using exact arithmetic.
> 
> These are the constraints I'm using:
> subject to Bin_d1 {i in I1}: d[i] <= 100*BIN2[i];
> subject to Bin_d2 {i in I1}: d[i] >= k - 100*(1-BIN2[i]);
> 
> where var BIN2 {i in I3} binary;
> and k is around 0.01;
> 
> Thanks for your help,
> Laura
> 

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