[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fi

**From**: |
Andrew Makhorin |

**Subject**: |
Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fixed integers |

**Date**: |
Mon, 14 Sep 2009 03:54:16 +0400 |

Hi Xypron,
>* I have solved the model below with*
>* glpsol.exe --fpump -m test.mod --tmlim 30*
>* (derived from*
>* http://lists.gnu.org/archive/html/help-glpk/2009-09/msg00015.html*
>* http://lists.gnu.org/archive/html/help-glpk/2009-09/msg00015.html *
>* )*
>* The output was *
>* + 1763: mip = 1.041490000e+002 <= 1.200000000e+002 15.2% (2; 0)*
>* TIME LIMIT EXCEEDED; SEARCH TERMINATED*
>* ...*
>* incommon[2,3] = 0.148999999999954*
>* ...*
>* gamepair[2,3,4] = 1*
>* sum{}incommon is to be maximized.*
>* The only contraint limiting requires*
>* incommon[i, j] <= sum{r in rounds}roundGame[r,i,j] *
>* + sum{k in teams: i != k and j != k} gamepair[i, j, k];*
>* roundGame is binary. Hence I would have expected a solution with *
>* incommon[2,3] = 1 if gamepair[2,3,4] = 1.*
>* I would not have expected a MIP solution to yield an noninteger*
>* objective for this model.*
'incommon' is declared as continuous:
var incommon {i in teams, j in teams: i < j}, >=0, <=1;
so I do not see a problem. Why do you think that all components of
'incommon' must be integral?
>* This strange behaviour only occurs if the feasibility pump is used.*
>* Could it be that it adds some cut that is not part of the original*
>* problem?*
Currently the fpump heuristic is applied prior to cut generation.