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Bad scaling threshold default

  • 4 August 2020
  • 1 reply
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Hello,

I would like to know if there are any  theorical references of why the default value of the bad scaling threshold is  “1000”, or this default is due to the many yeras of experience of the Aimms developers? 

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Best answer by Marcel Hunting 6 August 2020, 13:59

Hi @RogerDanilo. There is no good theoretical justification for using 1,000 as a threshold for bad scaling, other than that some (nonlinear) solvers advise to have all non-zero coefficients between 0.001 and 1000 (in absolute sense).

In practice it is often not possible to scale a model in such a way that all non-zero coefficients are in this range and therefore for practical models I often use 100,000 for the bad scaling threshold option.

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Marcel Hunting
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Hi @RogerDanilo. There is no good theoretical justification for using 1,000 as a threshold for bad scaling, other than that some (nonlinear) solvers advise to have all non-zero coefficients between 0.001 and 1000 (in absolute sense).

In practice it is often not possible to scale a model in such a way that all non-zero coefficients are in this range and therefore for practical models I often use 100,000 for the bad scaling threshold option.

Marcel - AIMMS Optimization Specialist

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