[Clp] high precision floating point numbers

[Alexey Lvov]

Is it possible to substitute "double" by a 128 bit floating point class in
CLP?


I really admire how CLP can solve 50000 variable linear systems having just
15 decimal digits available (my own "brute force" simplex can not handle a
system with more than 300 variables with the standard 64-bit double type).
But when it comes to 600,000 variables, handling it with just 15 decimal
digits, I think,  becomes impossible... I tried different combinations of
tolerances in both primal and dual simplex of CLP but always got a
segmentation fault after 24-48 hours.

If someone knows the answer, please let me know... If it is not
implemented, I would volunteer to write a 128 bit floating point class
(unless it already exists in COIN).... Of course it will be much slower
than "double" but for someone who really needs a solution of a large
problem and has a lot of patience this would help....

 - Alexey

----------------------------------------------------
          Dr. Alexey Lvov
IBM T.J. Watson Research Institute
1101 Kitchawan Rd. (Rt. 134) Office 34-159
Yorktown Heights  NY  10598
Tel: (914)-945-3732
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20090512/5257f592/attachment.html>