Sunday, January 13, 2013

C vs javascript

The difference between standard C compiled GLPK and the Javascript version seems to be a factor 10. As one could expect the solution path is slightly different.



C based glpsol.exe

GLPK Simplex Optimizer, v4.47
2726 rows, 6569 columns, 39488 non-zeros
Preprocessing...
2463 rows, 5594 columns, 33424 non-zeros
Scaling...
A: min|aij| = 4.104e-004  max|aij| = 1.389e+004  ratio = 3.384e+007
GM: min|aij| = 9.610e-002  max|aij| = 1.041e+001  ratio = 1.083e+002
EQ: min|aij| = 9.235e-003  max|aij| = 1.000e+000  ratio = 1.083e+002
Constructing initial basis...
Size of triangular part = 2463
      0: obj = -2.893228867e+010  infeas = 4.389e+005 (0)
    500: obj =  4.288287651e+009  infeas = 1.013e+005 (0)
   1000: obj = -2.415760147e+009  infeas = 9.499e+002 (0)
*  1496: obj = -2.117757487e+009  infeas = 1.461e-013 (0)
*  1500: obj = -2.049813931e+009  infeas = 1.461e-013 (0)
*  2000: obj = -2.582182378e+007  infeas = 2.005e-012 (0)
*  2500: obj = -5.675534925e+006  infeas = 1.362e-013 (0)
*  3000: obj =  5.134369324e+004  infeas = 1.049e-013 (0)
*  3500: obj =  8.575779704e+004  infeas = 3.918e-014 (0)
*  4000: obj =  1.034583169e+005  infeas = 7.290e-014 (0)
*  4500: obj =  1.148573480e+005  infeas = 4.027e-014 (0)
*  4527: obj =  1.148736555e+005  infeas = 3.876e-014 (0)
OPTIMAL SOLUTION FOUND
Time used:   1.2 secs

javascript
GLPK Simplex Optimizer, v4.47
2726 rows, 6569 columns, 39488 non-zeros
Preprocessing...
2463 rows, 5594 columns, 33424 non-zeros
Scaling...
A: min|aij| = 0.000410398983226989 max|aij| = 13886.775 ratio = 33837254.88500861
GM: min|aij| = 0.09609772925154227 max|aij| = 10.406073148538535 ratio = 108.2863583727347
EQ: min|aij| = 0.009234773567302722 max|aij| = 1.0000000000000002 ratio = 108.2863583727347
Constructing initial basis...
Size of triangular part = 2463
0: obj = -28932288674.902164 infeas = 438884.18813663867 (0)
500: obj = 2417695413.8613462 infeas = 91877.35020040894 (0)
1000: obj = -3476603174.5055895 infeas = 712.4076522292974 (0)
1500: obj = -3524070971.30494 infeas = 42.2144600534787 (0)
*1509: obj = -3523600633.5120773 infeas = 1.8645671302407697e-13 (0)
*2000: obj = -35554643.69264513 infeas = 2.521881663037279e-12 (0)
*2500: obj = -4067298.103876429 infeas = 1.475546792196709e-13 (0)
*3000: obj = 52841.771320373286 infeas = 8.990385481854632e-14 (0)
*3500: obj = 84846.60326744069 infeas = 1.5219189175881605e-14 (0)
*4000: obj = 99082.72629055602 infeas = 1.5758436355355321e-13 (0)
*4475: obj = 114873.65551217867 infeas = 3.595886618335783e-14 (0)
OPTIMAL SOLUTION FOUND
Elapsed time: 14.672 seconds