[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Octave-bug-tracker] [bug #40974] GLPK returns illegal solution
From: |
Arun Giridhar |
Subject: |
[Octave-bug-tracker] [bug #40974] GLPK returns illegal solution |
Date: |
Thu, 19 Dec 2013 23:29:07 +0000 |
User-agent: |
Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:26.0) Gecko/20100101 Firefox/26.0 |
Follow-up Comment #1, bug #40974 (project octave):
This just looks like a convergence tolerance issue and not a software bug to
me?
Try lowering tolint to something less than the default 1e-5:
options.tolint = 1e-9;
[x1,x2,x3,x4] = glpk ( [YOUR EXISTING ARGUMENTS FOLLOWED BY], options)
That should get you the solution for N = 7 and N = 8.
Note that the problem as formulated is inherently poorly scaled, with the
coefficients of A such that max(abs(A),2) ./ min(abs(A),2) ranges in the
thousands, and absolute coefficient values exceeding 2^31 for N=10. In such
cases, all MILP formulations will behave poorly or fail. This behavior is
really indicating that posing the problem as an integer program is not the
best approach.
BTW your constraints as stated say both "Ax <= b" and "Ax >= b". You could use
only arow instead of duplicating it, and replace "UU" in glpk with "S" for
equality.
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?40974>
_______________________________________________
Message sent via/by Savannah
http://savannah.gnu.org/