checking large scale linear programming solution with a given accuracy
- To: mathgroup at smc.vnet.net
- Subject: [mg113389] checking large scale linear programming solution with a given accuracy
- From: Mala Jozsef <mala_jozsef at freemail.hu>
- Date: Tue, 26 Oct 2010 05:35:53 -0400 (EDT)
Dear Group,
NMinimize sometimes gives a[39,3]->1.0000000000000178` as a solution
instead of 1 when dealing with large scale linear programming task. Moreover,
Mathematica sometimes gives a "solution" when there is no feasible one.
Here is an example:
In[207]:= NMinimize[{1,x+y>=0,x+y<=-1,Element[x,Integers]},{x,y}]
Out[207]= {1.,{x->-1,y->0.}}
I would like to check a solution with a given accuracy, say, some
digits. Is there any "almost built in" or easy solution?
Thanks in advance.
Jozsef