Tolerance in LinearProgramming
- To: mathgroup at smc.vnet.net
- Subject: [mg98768] Tolerance in LinearProgramming
- From: Slava Rychkov <rychkov at sns.it>
- Date: Sat, 18 Apr 2009 03:39:25 -0400 (EDT)
Hi!
I would like to understand better the meaning of the Tolerance parameter
in LinearProgramming. For example, I would like to understand why
M = {{1000.,
300., -300.0}, {10., -2000., -1.}, {100000., -1000., -90.}};
LinearProgramming[{0, 0, 0}, M, {0, 0, 0}, {1, 1, 1},
Tolerance -> 0.1]
does not find a solution, while with smaller Tolerance it does:
LinearProgramming[{0, 0, 0}, M, {0, 0, 0}, {1, 1, 1},
Tolerance -> 0.01]
Naively, I find this behavior counterintuitive.
Thanks a lot,
--
Vyacheslav Rychkov https://mail.sns.it/~rychkov
Scuola Normale Superiore Tel: +39-050-509068 (office)
Classe di Scienze +39-050-3820086 (home)
Piazza dei Cavalieri, 7 +39-3403925168 (mobile)
56100 Pisa Fax: +39-050-509045
Italy E-mail: Rychkov at sns.it