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The excel solver declared all constraints had been satisfied. But the value of -0.597545338 is not really satisfied by the constraints of $B$15>=0

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Bhargav Rao
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stone green
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1 Answers1

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The problem is one of scaling. The solver has a default constraint precision of 0.000001. Note that -0.59 is within 0.000001 of 2055644.215. Perhaps if you turn off use automatic scaling under options you wouldn't have that problem, but then might have numerical stability problems that the automatic scaling is designed to address. On the other hand, if that is turned off, turning it on might help.

John Coleman
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  • I am a beginner and have been accepting almost all sets as default. I happened to set "Use Automatic Scaling" unchecked by mistake. I checked the box – stone green Oct 27 '15 at 23:58
  • Thank you, John. I am a beginner and have been accepting almost all sets as default. I happened to set "Use Automatic Scaling" unchecked by mistake. Just now I checked the box and I got the reasonable solution. Uncheck it and set solving method as "GRG Nonlinear", I got the same result. – stone green Oct 28 '15 at 00:06
  • But, my problem is really a linear planning. – stone green Oct 28 '15 at 00:08
  • @stonegreen I'm not really sure the exact significance of `use automatic scaling`. Most of the Linear Programming problems I have solved tended to involve numbers of roughly comparable magnitudes. I just half-remember reading in an Operations Research text something about the simplex algorithm preforming poorly when there are numbers which differ over many orders of magnitude, which seems to be the case with your problem. – John Coleman Oct 28 '15 at 01:39