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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 12:13:08 +0300 |
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.
Andrew Makhorin