Fractional solve?

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Aaron Slobodin

2021年05月08日 15:23

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Hi all,

Is it possible to use a gurobi LP solver to get an exact fractional solve for a continuous LP problem?

Thanks in advance,

Aaron

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:55 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Jaromił Najman

  • Gurobi Staff

  2021年05月10日 09:29

  Hi Aaron,

  If by exact fractional solve, you mean that Gurobi provides a solution consisting of rational number in \(\mathbb{Q}\), then no, this is not possible. Gurobi only works with floating point arithmetic and thus, will always report decimal approximations of true fractional values.

  The open-source solver SCIP implements an exact rational solver implemented by Cook et al., which might catch your interest.

  Best regards,
  Jaromił

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  Aaron Slobodin

  2021年05月10日 20:18

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  Hi!

  Thanks for providing an answer so quickly. You correctly interpreted my question. I will take a look at SCIP to see if I can get it up in running. In the mean time, do you know if there is a way to improve the precision/find solutions up to a longer decimal expansion?

  Thanks in advance,

  Aaron

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  Jaromił Najman

  • Gurobi Staff

  2021年05月11日 07:11

  Hi Aaron,

  You can tighten the tolerance parameters FeasibilityTol and IntFeasTol. Additionally, you can increase the NumericFocus parameter. If you are solving LPs, you can set the Quad parameter to switch to quad precision in simplex computations. Note that all settings may worsen performance.

  Best regards,
  Jaromił

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  Aaron Slobodin

  2021年05月11日 16:48

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  Awesome! Thanks very much. I was just able to get soplex working now! Nice to have several tools at my disposal!

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