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Re: [Help-glpk] Controlling Precision of Variable Bounds


From: Andrew Makhorin
Subject: Re: [Help-glpk] Controlling Precision of Variable Bounds
Date: Wed, 04 Apr 2018 18:47:48 +0300

On Wed, 2018-04-04 at 10:41 -0400, marky1991 . wrote:
> I'm trying to solve a problem that has noninteger bounds for its
> variables, the problem and the outputted solution attached. I'm
> invoking glpsol with the command "glpsol --lp
> parents_allocated-pulp.lp -o parents_allocated-pulp.sol --mipgap
> 0.000001". 
> 
> 
> The trouble is that the upper bound for my "x2" variable is being
> limited to "217.351" instead of the given "217.3512" and I'm not sure
> why. Is there some parameter I can pass to make it go past 3 decimal
> places for the upper bound? 

There is nothing wrong. You see 217.351 rather than 217.3512 because
glpsol prints the solution report only with 6 decimal places.

> 
> 
> I tried --exact and every other parameter that I could see but none
> helped. Is there some way to increase the number of digits in the
> bounds? 
> 
> 
> My output with 4.65:
> 
> GLPSOL: GLPK LP/MIP Solver, v4.65
> Parameter(s) specified in the command line:
>  --lp parents_allocated-pulp.lp -o parents_allocated-pulp2.sol
> --mipgap 0.000001
> Reading problem data from 'parents_allocated-pulp.lp'...
> 2 rows, 7 columns, 8 non-zeros
> 6 integer variables, none of which are binary
> 22 lines were read
> GLPK Integer Optimizer, v4.65
> 2 rows, 7 columns, 8 non-zeros
> 6 integer variables, none of which are binary
> Preprocessing...
> 1 row, 2 columns, 2 non-zeros
> 2 integer variables, none of which are binary
> Scaling...
>  A: min|aij| =  1.000e+00  max|aij| =  7.000e+00  ratio =  7.000e+00
> Problem data seem to be well scaled
> Constructing initial basis...
> Size of triangular part is 1
> Solving LP relaxation...
> GLPK Simplex Optimizer, v4.65
> 1 row, 2 columns, 2 non-zeros
> *     0: obj =   1.100000000e+01 inf =   0.000e+00 (1)
> *     1: obj =   3.300000000e+01 inf =   0.000e+00 (0)
> OPTIMAL LP SOLUTION FOUND
> Integer optimization begins...
> Long-step dual simplex will be used
> +     1: mip =     not found yet <=              +inf        (1; 0)
> +     1: >>>>>   3.300000000e+01 <=   3.300000000e+01   0.0% (1; 0)
> +     1: mip =   3.300000000e+01 <=     tree is empty   0.0% (0; 1)
> INTEGER OPTIMAL SOLUTION FOUND
> Time used:   0.0 secs
> Memory used: 0.1 Mb (59394 bytes)
> Writing MIP solution to 'parents_allocated-pulp.sol'...
> 
> 
> Thanks for the help.
> 
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