[Help-glpk] RE: RE: Floating point precision?

[Chelaru, Laura]

Yup, that did it, not sure why I wasn't doing that to begin with. Thanks for 
your help!

-Laura

-----Original Message-----
From: glpk xypron [mailto:address@hidden
Sent: Thursday, July 22, 2010 4:45 PM
To: Chelaru, Laura
Subject: Re: RE: Floating point precision?

Hello Laura,

> The d[i]'s are percentages, so technically they can range between 0-1.
Please, replace
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]);
by
subject to Bin_d1 {i in I1}: d[i] <= BIN2[i];
subject to Bin_d2 {i in I1}: d[i] >= k * BIN2[i];

This will result in better scaling and could give you up to two
extra digits of precision.

> A few of the d's are around 10^(-8), so those I can write off as rounding
> errors. In a few instances, the "errors" are higher (0.0005), and that
> should not happen.

Some tolerance in GLPK are as high as 1e-5, e.g.:

double tol int (default: 1e-5)
Absolute tolerance used to check if optimal solution to the current LP
relaxation is integer feasible.

Best regards

Xypron

-------- Original-Nachricht --------
> Datum: Thu, 22 Jul 2010 15:55:40 -0400
> Betreff: RE: Floating point precision?

> Thanks for the reply, I didn't catch that detail.
> The d[i]'s are percentages, so technically they can range between 0-1.
> Taking the '100' out however didn't fix the issue.
>
> A few of the d's are around 10^(-8), so those I can write off as rounding
> errors. In a few instances, the "errors" are higher (0.0005), and that
> should not happen.
>
> Any other ideas?
>
> -Laura
>
> -----Original Message-----
> From: glpk xypron [mailto:address@hidden
> Sent: Thursday, July 22, 2010 3:25 PM
> To: Chelaru, Laura; address@hidden
> Subject: Re: Floating point precision?
>
> 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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