Re: [Help-glpk] glpk and MIPLIB 2003

[Andrew Makhorin]

> glpk and MIPLIB 2003

> MIPLIB 2003 http://miplib.zib.de/

> I compiled the glpk 4.31 with Microsoft Visual Studio 2005.  

> Glpk can solve manna81.mps of MIPLIB 2003 with #8211;mipgap 1.0
> inabout 37 seconds.  #8211;mipgap 0.05 ended with tree is empty after
> about 129138 seconds.

> The two examples make me wonder how an appropriate mipgap can be
> selected.  In the first example, --mipgap 1.0 works.  In the second
> exmple, --mipgap 0.05 could not converge to the psoted solution.

Please note that miplib-2003 contains *challenge* mip instances,
which are very hard even for much more powerful mip solvers than glpk.
If the glpk mip solver cannot find a solution for one or two hours,
most probably the instance is hard for it. However, you could try
using options '--mir', '--gomory', and/or '--cut' along with '--mipgap',
which *sometimes* may significantly reduce the solution time.