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Re: [Help-glpk] Question about scaling MIP


From: Andrew Makhorin
Subject: Re: [Help-glpk] Question about scaling MIP
Date: Mon, 21 Oct 2013 06:27:54 +0400

> > > Where in the source code I have to look at? Any tip for a article about 
> > > that?
> > 
> > The scaling affects only the basis factorization and the simplex solver.
> 
> Let me see if I understanding correctly. When solving a MIP, for each node of
> the tree it scale the problem before use the simplex solver and after the end
> of simplex solver it does the inversion scale?
> 

Yes. However, the scaling coefficients are computed only once on entry
to the mip solver.




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