Re: [Help-glpk] optimality tolerance

[Michael Hennebry]

On 19 Feb 2004, Brady Hunsaker wrote:

> On Mon, 2004-02-09 at 10:49, Duilio Foschi wrote:
> > is there a way to set the optimality tolerance of a fairly large MIP
> > problem in GLPK ?
> >
>
> I do not believe there is currently a way to do this.  This should be
> easier with the Integer Optimization Suite that is being developed, but
> for the time being, large MIPs are probably not appropriate for GLPK.

There is a parameter for it, but to do what you want you will probably
have to edit the glpk source.
It appears to be intended to deal with the vagaries of approximate
arithmetic.
Accordingly a value larger than .001 is flagged as an error.

-- 
Mike   address@hidden
"Two roads divurged in a woods, and I took the road less travelled by...
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