R: [Help-glpk] MIP solver: stopping and continuing

[Ivan Luzzi]

> Hi all,
> I need to stop every n iterations the MIP solver, check if 
> some constraints need
> to be added, then continue solving from where I was. 
> The problem is: I don't mind starting over again when I add a 
> constraint, but I
> would like to see the MIP problem continue if I don't add any 
> constraint.
> 
> If I just call lpx_integer again, the iterations number 
> increases, but the B&B
> tree starts from the beginning.


The default implementation of MIP solver uses pure branch and bound.
What you are trying to do is a branch and cut algorithm, and to do this you
should use the IOS framework (what used to be the BCS framework). With IOS
you have different entry points in the search tree and can add new cuts,
check for new incumbent solutions, etc...

In the distribution there is a TSP sample that uses IOS. Unfortunately there
is no explicit documentation, but you can check the sample and of course the
code ;-)

Ciao Ivan