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Article #339Linear Programming problem - NAG routine E04MBF
From: Gordon Royle
Date: Wed, 26 Aug 1992 07:25
Date: Wed, 26 Aug 1992 07:25
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1597 bytes
I have a linear programming problem (in fact an integer programming
problem, but I thought I would experiment with the relaxation first to
get some feel for these things).
It is very simple:
Minimize Sum x_i
subject to 0 <= x_i <= 1
Ax > j
where A is a symmetric matrix with all row and column sums
equal, and j is the all-ones vector.
Thing is, the solution of this is obvious - the best thing is to put
x_i = 1/r where r is the row sum of A
So, I took a 243 x 243 example of this problem and gave it to
NAG routine E04MBF.
Funny thing was though - instead of quickly giving me the obvious
solution, it gave a far-from-optimal INTEGRAL feasible point and then
stopped, saying that it had made too many iterations without changing
the trial solution.
Three questions:
1. Why does it behave like this?
2. What do I do to make it give the right answer
and thirdly...
3. when I get down to actually trying to solve the
integer linear program, is there any theory around
that says that symmetric As etc are particularly hard
(or better still, particularly easy)
Cheers
Gordon
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!munnari.oz.au!uniwa!bilby.cs.uwa.oz.au!mardo!gordon From: gordon@cs.uwa.oz.au (Gordon Royle) Subject: Linear Programming problem - NAG routine E04MBF Message-ID: <gordon.714813945@mardo> Sender: usenet@bilby.cs.uwa.edu.au Nntp-Posting-Host: mardo Organization: Dept. Computer Science, University of Western Australia. Date: Wed, 26 Aug 1992 07:25:45 GMT Lines: 48