Re: [Help-glpk] Applying a threshold to the solution using GMPL?

Instead of Awk, there is another way of doing this which I often find is easier because all the calculations stay within GMPL:

In the GMPL program, have

set indices_to_set_to_zero within J default {};

param extra_data_file symbolic := "C:\TEMP\EXTRA.dat";

# …

# set some x’s to 0; note that in the first pass this constraint is not in the model

# because indices_to_set_to_zero is empty

s.t. SET_SOME_Xs_TO_ZERO {j in indices_to_set_to_zero} :

x[j] = 0;

Then after the "solve" statement:

printf "set indices_to_set_to_zero :=\n" > extra_data_file;

for{ j in J : x[j] <= epsilon}

{

printf "\t%d\n", j >> extra_data_file;

}

printf ";\nend;\n" >> extra_data_file;

Then write a little batch file to execute the GMPL twice with the same “mod” function. The first time with the normal .mod and .dat, the second time with the same .mod and .dat, but also include in the glpsol command line the extra data file.

glpsol -m model.mod -d data.dat

glpsol -m model.mod -d data.dat –d C:\TEMP\EXTRA.dat

-----Original Message-----
From: help-glpk-bounces+address@hidden [mailto:help-glpk-bounces+address@hidden On Behalf Of Reginald Beardsley
Sent: Sunday, November 10, 2013 1:56 PM
To: Michael Hennebry
Cc: glpk
Subject: Re: [Help-glpk] Applying a threshold to the solution using GMPL?

I've already tested adding a binary weight parameter for the 2nd stage job. Works great!

I've roughed out the script that will generate the necessary specification in the data file, but have not implemented and tested. But it's pretty simple to write an awk script that writes a script that is then executed. Something I've done many times. The reason for doing it this way is it avoids having to specify all the weights. By default awk initializes everything to zero, so all I have to do is specify the few non-zero elements and then print out the array in GMPL form. With potentially 10-30,000 elements and only a handful of non-zero elements, this is a big win.

Were it not for your suggestion I'd have wandered off and done something much harder.

I've got a book on the way describing the mathematics of compressive sensing. So I'm likely to be pushing a good bit farther with this. There's a huge range of applications in science and engineering.

A few years ago if asked about doing some of this I'd have given the inquirer a severe look and said, "You realize that won't work, don't you." Foreman Acton describes a number of problems he asserts should not be solved with a computer. But the world has changed. Now you can do it easily. No one has quite figured out what all the new rules are, but L1 has some amazing properties when solving inverse problems. We just couldn't afford the compute until a few years ago. The only down side is lots of different jargon for describing the same thing because so many disciplines are using the techniques.