Re: [Help-glpk] Entering Feasible Solutions and setting optimality tolerance for MIPs

[Brady Hunsaker]

Michael Hennebry wrote:
> On Wed, 9 Mar 2005, David Stephenson wrote:
>
>
> > I'm just in the process of exploring how to use GLPK for MIPs and was
> > wondering if there is a simple way to do either of the following:
> >
> > 1.    Setting the optimality threshold for early termination.  (E.g.,
> > terminate when best recorded feasible is within 5% of optimal)
>
>
> Yes, but it wasn't intended for that.
> In the distributed version you can set the parameter,
> but its upper bound is only .1%.
> You'll have to edit the code to set a higher value.
> You might get somewhat the same effect by adding a constant term
> to the objective function.
>
>
> > 2.    Specify a feasible integer solution for use in fathoming branches.
>
>
> No, but you can get about the same result by adding a constraint.
>
>
> > Also, does GLPK implement any sort of cutting plane methodology?
>
>
> Yes, but I don't remember how to use it.

The IOS (Integer Optimization Suite) part of GLPK has this capability. 
I don't believe it appears in the documentation yet.  You can see the 
functions in the file glpios.h.  I don't think there are specific cuts 
implemented in IOS, yet, however, so you'd have to implement them 
yourself for now.

I do believe that cuts are on the horizon for GLPK, though.

Brady


--
Brady Hunsaker
Assistant Professor
Industrial Engineering
University of Pittsburgh
http://www.engr.pitt.edu/hunsaker/