[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re[2]: [Help-glpk] binary variables writing lp format; and MIP bounds

**From**: |
Andrew Makhorin |

**Subject**: |
Re[2]: [Help-glpk] binary variables writing lp format; and MIP bounds |

**Date**: |
Thu, 12 Aug 2004 15:56:40 +0400 |

>*Assume that the problem is maximization. Then the maximum of the LP*
>*bounds at active nodes is an upper bound on the true optimal solution*
>*value. Currently, GLPK uses the LP bound at the pseudo-root, which is a*
>*valid upper bound, but may be higher than the maximum of the active*
>*nodes.*
Yes, thank you very much. (The point is that I implemented mip_driver
using IOS as a prototype. However, IOS allows generating columns, in
which case the best bound *cannot* be used as the global bound due to
some missing columns, i.e. only the local bound at the pseudo-root can
be used as the global bound. And working on other things I absolutely
forgot that in mip_driver there is no column generation that allows
using the best bound as the global bound :+).
Andrew Makhorin