[Clp] high precision floating point numbers

[John J Forrest]

Alexey,

I would not think that 128 bits versus 64 bits is the problem if you get a
segmentation fault.  In fact it is more likely that it is a memory problem,
which would get worse with 128 bits.  How many constraints and nonzeros
does the problem have?

If you put an example somewhere (easiest is some Watson machine) and tell
me where it is (and how big),  I can download the problem and see what can
be done.

John Forrest


                                                                                                                
  From:       Alexey Lvov/Watson/IBM at IBMUS                                                                      
                                                                                                                
  To:         clp at list.coin-or.org                                                                              
                                                                                                                
  Date:       05/12/2009 10:09 AM                                                                               
                                                                                                                
  Subject:    [Clp] high precision floating point numbers                                                       
                                                                                                                





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_______________________________________________
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