[Coin-discuss] GLPK AND SYMPHONY not getting the same solutions

Leo Lopes leo at sie.arizona.edu
Thu Oct 20 13:36:19 EDT 2005


This infinity issue is, surprisingly, one that causes a lot of
headaches. There exists an IEEE standard to define certain numbers to
represent Infinity, NaN, etc. But the Windows stdlib still doesn't
implement it, and the linux stdlib didn't until a couple of years ago.
As a result, the infinity problem propagates through all kinds of
software. For example, under linux, the python statement float("inf")
produces the right number, but under windows the behavior is
undefined.

LPFML defines the IEEE infinity as its standard for infinity including
in the windows world. In summary: depending on your platform, this may
explain discrepancies in results.

On 10/20/05, Ted Ralphs <tkralphs at lehigh.edu> wrote:
> Michael Hennebry wrote:
> > On Wed, 19 Oct 2005, Ted Ralphs wrote:
> >
> >
> >>Under the heading "BOUNDS Section" and the subheading "Default Bounds,"
> >>the OSL manual says the following:
> >>
> >>"For integer variables, the default bounds on columns are 0 and 1.
> >>(WARNING, if you want a very large bound for an integer variable,
> >>explicitly set it to 1020. DO NOT specify a value larger than 1020, or
> >>leave the value unspecified, thinking that the result will be "unbounded.")"
> >
> >
> > This strikes me as a strange thing to do.
> > Does this mean that 1020 is the largest integer upper bound
> > one can set or that 1020 is replaced by +infinity?
> >
> > Presumably if one had some integer variables bounded by 1020 and
> > others bounded by 1021 one would have to introduce explicit rows.
>
> Oops! Sorry for the confusion---this read 10^20, not 1020, in the
> original document. I didn't notice the error when I posted originally.
>
> Ted
> --
> Dr. Ted Ralphs
> Assistant Professor
> Industrial and Systems Engineering
> Lehigh University
> (610)758-4784
> tkralphs at lehigh.edu
> www.lehigh.edu/~tkr2
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--
========================================================================
Leonardo B. Lopes                                    leo at sie.arizona.edu
Assistant Professor                                        (520)621-2342
SIE - University of Arizona  http://www.sie.arizona.edu/faculty/leolopes




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