Re: [Fwd: Suggestion for a minor accuracy improvement to glp_exact()]

> From: Brendan McKay <[email protected]>
> To: [email protected]
> Subject: Suggestion for a minor accuracy improvement to glp_exact()
> Date: Mon, 5 Jun 2017 16:59:20 +1000
> 
> Version 4.61.
> 
> I know there is already movement towards getting exact values
> out of glp_exact().  Meanwhile, there is an easy way to improve
> the floating-point value for the objective function.  At the moment
> each term is separately computed in floating-point and then added
> in floating-point.  But at that point in the code the exact values of
> the variables and coefficients are still available and it is easy to
> compute the objective function exactly and convert it to floating-point
> only at the end.  For an objective function with multiple nonzero
> terms this can make a significant difference.
> 
> Brendan.
> 

Thank you for your suggestion.


Andrew Makhorin