I just used Matlab Toolbox `linprog’ and CPLEX to solve a large-scale linear program with more than 10000 variables. I got different dual values from the two solvers. Since I use column generation to solve my problem, dual variable is important for the problem solving. Thus, I wonder if it is possible that the numerical errors cause different dual variable values for large scale linear programming. Or, is there other reasons cause the difference of dual values? Thank you very much.
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closed as off topic by David Roberts, Will Jagy, S. Carnahan♦ Nov 1 2011 at 8:02 |
