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[Help-glpk] Exact conditions for start of and sequence of MIP solver


From: Marc Goetschalckx
Subject: [Help-glpk] Exact conditions for start of and sequence of MIP solver
Date: Wed, 15 Jan 2014 13:54:33 -0500
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:24.0) Gecko/20100101 Thunderbird/24.2.0

I have an binary model (all variables are binary)
For one particular instance, the LP relaxation generates a binary solution. I checked this with the --nomip option and verified the solution is completely binary.
The LP relaxation is solved first inside the MIP solver.
However, the branch and cut part of the MIP solver gets called and the callback function gets called with the reason CUTGEN. I list next the logfile of this run. Note that solution values of LP relaxation and MIP are identical.

      0: obj =  1.009800000e+004  infeas = 1.800e+003 (0)
    500: obj =  1.049500000e+004  infeas = 1.800e+002 (0)
*   988: obj =  1.063500000e+004  infeas = 0.000e+000 (0)
*  1000: obj =  1.054200000e+004  infeas = 0.000e+000 (0)
*  1500: obj =  8.642500000e+003  infeas = 3.151e-014 (0)
*  2000: obj =  5.304500000e+003  infeas = 1.226e-016 (0)
*  2500: obj =  3.092666667e+003  infeas = 4.914e-016 (0)
*  3000: obj =  1.524000000e+003  infeas = 2.498e-015 (0)
*  3385: obj =  1.041000000e+003  infeas = 0.000e+000 (0)
OPTIMAL SOLUTION FOUND
Integer optimization begins...
+  3385: mip =     not found yet >=              -inf        (1; 0)
+  3401: >>>>>  1.041000000e+003 >= 1.041000000e+003   0.0% (2; 0)
+  3401: mip =  1.041000000e+003 >=     tree is empty   0.0% (0; 3)
INTEGER OPTIMAL SOLUTION FOUND
Time used:   1.6 secs
Memory used: 10.4 Mb (10947806 bytes)

Why is the branch and cut section of the MIP solver even called.
How can the unnecessary call to the cut generation routine be avoided?

--
Marc Goetschalckx




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