large matrix coefficient meaning

Answered

Iason Liagkas

February 12, 2024 09:45

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Hello guys, 

What does a large matrix coefficient cause to our problem? can we say that the results will be very sensitive to coefficient values? what would be the consequences of this situation? 

Kind regards
Iason

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  Riley Clement

  • Gurobi Staff

  February 14, 2024 13:12

  Hi Iason,

  In short, large coefficients could cause performance degradation for the solver, instability of solutions and perhaps incorrect results.

  For a deeper dive (in order of complexity) please see the following materials:

  How to Avoid Numerical Issues in Optimization Models

  Mastering Numerical Issues

  Pinpointing Numerical Issues: Tool for Diagnosis & Explanation of Ill Conditioning in LPs & MILPs

  Ed Klotz (2014) Identification, Assessment, and Correction of Ill-Conditioning and Numerical Instability in Linear and Integer Programs. INFORMS TutORials in Operations Research null(null):54-108. 

  - Riley

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  Iason Liagkas

  March 11, 2024 08:33

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  Thanks Riley, I appreciate your input.

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