[Coin-lpsolver] Re: Coin-lpsolver digest, Vol 1 #83 - 1 msg

Erling D. Andersen e.d.andersen at mosek.com
Wed Aug 4 04:00:51 EDT 2004


>
>Message: 1
>Date: Mon, 2 Aug 2004 19:20:27 -0600 (MDT)
>From: Joseph Young <josyoun at nmt.edu>
>To: coin-lpsolver at www-126.southbury.usf.ibm.com
>Subject: [Coin-lpsolver] Relaxing Constraints with Integer Variables
>
>        I'm trying to relax constraints using integer variables.  So, on 
>paper, the constraint looks something like:
>
>a'x>=x0-Mb
>
>where M is some large number and b is a binary variable.  However, when I 
>implement this, CLp complains that my Matrix has n large values.  Right 
>now I'm using M=1e300.  So, what is an appropriate number I can use for M 
>that CLp will accept?

Sorry, but number of this order are stupid considering that the computations are done in
finite precision. You are asking for trouble and you are lucky CLp warns you. Try to figure out a good moderate
mount such using your knowledge about the model.

Erling



>Sinc, Joseph Young
>
>
>
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