733bae7c9c
A "smart" LP perturbation was implemented in the primal and dual simplex solvers. Now LP is perturbed only if it is necessary, and by default perturbation is not activated. The sum of primal infeasibilites that appears in the terminal output of the primal simplex solver (as "inf = ...") now corresponds to the original bounds of variables. This allows to see how much perturbed solution violates the original bounds. The long-step technique was implemented for phase I of the primal simplex solver. This feature can be enabled by specifying --flip option for glpsol or by specifying glp_smcp.r_test = GLP_RT_FLIP on api level. For many LP instances the long-step technique allows reducing the number of simplex iterations to 30-70%. Please note that unlike the dual simplex, where this technique can be used on both phase I and II, for the primal simplex it can be used only on phase I, where the sum of primal infeasibilities (which is a convex piecewise linear function) is minimized. An internal objective scaling was included in both primal and dual simplex solvers. For many LP/MIP instances this feature improves numerical stability (for the dual solver) and prevents cycling near the optimum (for the primal solver). The Posix version of glp_time (glpk/src/env/time.c) was changed to resolve time_t issue on msys2. Three new example models in MathProg were added: life_goe.mod (Conway's Game of Life garden of eden checker); tiling.mod (Rectifiable polyomino tilings generator); toto.mod (Covering code generator). |
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| patch-src_Makefile.in | ||