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Re: [Help-glpk] Finding integer solution above threshold


From: Oscar Gustafsson
Subject: Re: [Help-glpk] Finding integer solution above threshold
Date: Wed, 13 Jun 2007 09:02:12 +0200 (MEST)

Hi Dan,

you can add a dummy variable and minimize/maximize that subject to
f(x) > m' and your original constraints. There may be better way of doing that from a computational point of view, but this one will work.

Good luck!


Oscar Gustafsoon

On Wed, 13 Jun 2007, Dan Tulk wrote:

Hi,

Is there a way
to get the integer or intopt solver routines to stop when the objective
function has reached a certain value? The problem I'm trying to solve is 'find
any set of column values that satisfy f(x) > m' where f(x) is the objective
function and m is a minimum acceptable value for f(x).

 

I
would like to take the objective value found by the simplex solver, subtract a
tolerance value from it and use that as the minimum for integer optimisation. I
hope to reduce the number of iterations required by doing this

Thanks

Dan

 





#32;



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