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authoradam <adam>2007-01-04 22:38:49 +0000
committeradam <adam>2007-01-04 22:38:49 +0000
commit82f34e9fb41a2de7bd1c7b935b79951672340508 (patch)
tree4b98b19dd06bfbe24f28185b197b67af5bc6d889 /x11/gtkmm
parent934c859d4d88d8cad32b0b6801bb702cb592a819 (diff)
downloadpkgsrc-82f34e9fb41a2de7bd1c7b935b79951672340508.tar.gz
Changes 4.13:
A tentative implementation of the "exact" simplex method based on bignum (rational) arithmetic was included in the package. On API level this new feature is available through the routine lpx_exact, which is similar to the routine lpx_simplex. In the solver glpsol this feature is available through two new command-line options: --exact and --xcheck. If the '--exact' option is specified, glpsol solves LP instance using the exact simplex method; in case of MIP it is used to obtain optimal solution of LP relaxation. If the --xcheck option is specified, LP instance (or LP relaxation) is solved using the standard (floating-point) simplex method, however, then glpsol calls the exact simplex routine to make sure that the final LP basis is exactly optimal, and if it is not, to perform some additional simplex iterations in exact arithmetic. Changes 4.12: A tentative implementation of some simplex method routines based on exact (bignum) arithmetic was included in the package. Currently these routines provide computing LU-factorization of the basis matrix and computing components of basic solution. These routines were used to implement a routine, which checks primal and dual feasibility of basic solution exactly, i.e. in rational numbers, without round-off errors. In glpsol this feature is available through the command-line option --xcheck. GLPK has its own low-level routines implementing operations on integer and rational numbers that makes it independent on other software packages. However, to attain a much better performance it is highly recommended to install (before configuring GLPK) the GNU Multiple Precision Arithmetic Library (GMP). Using GMP makes computations 100-200 times faster.
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