[Help-glpk] Huge problem.. can glpk solve it?

[Andrew Makhorin]

Below here is an example model to solve the assignment problem.
(It will be included in the next release of glpk.)

------------------------------------------------------------------------
/* ASSIGN, Assignment Problem */

/* Written in GNU MathProg by Andrew Makhorin <address@hidden> */

/* The assignment problem is one of the fundamental combinatorial
   optimization problems.

   In its most general form, the problem is as follows:

   There are a number of agents and a number of tasks. Any agent can be
   assigned to perform any task, incurring some cost that may vary
   depending on the agent-task assignment. It is required to perform all
   tasks by assigning exactly one agent to each task in such a way that
   the total cost of the assignment is minimized.

   (From Wikipedia, the free encyclopedia.) */

param m, integer, > 0;
/* number of agents */

param n, integer, > 0;
/* number of tasks */

set I := 1..m;
/* set of agents */

set J := 1..n;
/* set of tasks */

param c{i in I, j in J}, >= 0;
/* cost of allocating task j to agent i */

var x{i in I, j in J}, >= 0;
/* x[i,j] = 1 means task j is assigned to agent i
   note that variables x[i,j] are binary, however, there is no need to
   declare them so due to the totally unimodular constraint matrix */

s.t. phi{i in I}: sum{j in J} x[i,j] = 1;
/* each agent must be assigned exactly one task */

s.t. psi{j in J}: sum{i in I} x[i,j] = 1;
/* each task must be assigned exactly to one agent */

minimize obj: sum{i in I, j in J} c[i,j] * x[i,j];
/* the objective is to find cheapest assignment (note that gap can also
   be formulated as maximization problem) */

solve;

printf "\n";
printf "Agent  Task       Cost\n";
printf{i in I} "%5d %5d %10g\n", i, sum{j in J} j * x[i,j],
   sum{j in J} c[i,j] * x[i,j];
printf "----------------------\n";
printf "     Total: %10g\n", sum{i in I, j in J} c[i,j] * x[i,j];
printf "\n";

data;

/* These data correspond to an example from [Christofides]. */

/* Optimal solution is 76 */

param m := 8;

param n := 8;

param c : 1  2  3  4  5  6  7  8 :=
      1  13 21 20 12  8 26 22 11
      2  12 36 25 41 40 11  4  8
      3  35 32 13 36 26 21 13 37
      4  34 54  7  8 12 22 11 40
      5  21  6 45 18 24 34 12 48
      6  42 19 39 15 14 16 28 46
      7  16 34 38  3 34 40 22 24
      8  26 20  5 17 45 31 37 43 ;

end;
------------------------------------------------------------------------
Reading model section from assign.mod...
Reading data section from assign.mod...
78 lines were read
Generating phi...
Generating psi...
Generating obj...
Model has been successfully generated
lpx_simplex: original LP has 17 rows, 64 columns, 192 non-zeros
lpx_simplex: presolved LP has 16 rows, 64 columns, 128 non-zeros
lpx_adv_basis: size of triangular part = 15
      0:   objval =   2.280000000e+02   infeas =   1.000000000e+00 (1)
     11:   objval =   1.590000000e+02   infeas =   0.000000000e+00 (1)
*    11:   objval =   1.590000000e+02   infeas =   0.000000000e+00 (1)
*    23:   objval =   7.600000000e+01   infeas =   0.000000000e+00 (1)
OPTIMAL SOLUTION FOUND
Time used:   0.0 secs
Memory used: 0.2 Mb (171571 bytes)

Agent  Task       Cost
    1     1         13
    2     8          8
    3     7         13
    4     5         12
    5     2          6
    6     6         16
    7     4          3
    8     3          5
----------------------
     Total:         76

Model has been successfully processed