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Re: [Bug-glpk] glp_warm_up
From: |
Andrew Makhorin |
Subject: |
Re: [Bug-glpk] glp_warm_up |
Date: |
Thu, 07 Mar 2013 08:30:01 +0400 |
I fixed the bug. Please see a patched version of glpapi12.c attached.
You need to replace that file and rebuild the package as usual. (The
patch is for v.4.48.)
> My application involves optimizing a problem, making a small change and
> then optimizing again. I use warm-up to see if the modified problem is
> still optimal. If that is the case then I can bypass a lot of steps. So
> the test is critical for my application.
Then I'd suggest you to call glp_warm_up and lpx_check_kkt; the latter
provides a more robust primal/dual feasibility test.
> I am currently using glpk-4.36.
> I found the problem when I tried some of my test cases using 4.48. Most
> of the ones that involved the use of warm-up failed to produce the
> expected answers.(The algorithm was skipping steps that needed to be
> performed.) Since the problems involved thousands of variables and
> constraints, I worked up the simple example to send instead. (I verified
> that I had found the problem by hacking the test in warm-up to look at
> the variable status as well as type.)
>
> In my application some variables are double bounded. Occasionally the
> two bounds are the same and I set the type in glpk to fixed. However,
> you need to write your tests in warm-up so that they work correctly for
> problem instances that say the variable has a double bound but it is in
> fact fixed.
>
> I have a technical question about scaling for the dual feasibility test.
> I am careful to scale the rows and columns in the constraint matrix so
> that the largest (absolute value of an) entry in each row and column has
> order of magnitude 1. Should the objective row be scaled in the same way?
It is desirable, but not necessary, because the simplex solver performs
such scaling internally.
>
> I very much appreciate the effort that you have put into glpk and do
> find that it is a powerful tool for the problems that I work on.
Thank you for your interest in glpk.
Andrew Makhorin
glpapi12.c.gz
Description: GNU Zip compressed data