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[Help-glpk] LP-of a MILP solution with better properties


From: HBuesching04
Subject: [Help-glpk] LP-of a MILP solution with better properties
Date: Mon, 20 Nov 2006 09:44:42 +0100

Dear all,

often a Mixel Linear Integer Problem has as a LP a high dimensional 
optimal solution space. Furthermore I read somewhere that in general 
for finding additionally cuts it is better that the chosen optimpal 
solution of the LP is as much integer as it could be.

But I never read that after having solved the first LP an algoritm like 
the "Feasibility Pump" by Lodi et alii with an additive objective 
restriction is used. 
Is it really not implemented in glpk? Are there plans? I think that an 
easy version of that algorithm can be made within 50 lines of coding. I 
may implement it in the next 3 months.

If I get no answer here I will ask this question on the Operations 
Research discussion group. 

Harald.





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