[Help-glpk] glp_ios_heur_sol

[Anne-Laurence Putz]

Dear support,

I would like to fix all variables of a MILP problem before launching  
optimization (to help the branch&cut solver with an upper bound, for  
instance).
Those values are taken either from a custom heuristic of my own or  
from a previously launched MIP optimization.

Anyway, I don?t understand how to do such a thing with GLPK 4.38.

I would like to use glp_ios_heur_sol(), but it doesn?t seem to be the  
method I?m searching for (I don?t understand what is the ?primal  
heuristic? that we have to launch before using glp_ios_heur_sol()).

But I don?t know how to do it differently.
You gave an answer on thread Setting initial integer solution in  
GLPSOL (see   
http://www.nabble.com/Setting-initial-integer-solution-in-GLPSOL-to21005682.html#a21008418).

If I?ve correctly understood, you said that one have to patch GLPK to  
do so ? Because there isn?t any parameter in glp_iocp structure  
indicating that the current solution stored comes from a heuristically  
found solution.

In fact, I want to call a glp_initial_sol(lpProb* prob, const double  
values[]) which would fix all the MILP variables with the ?values?  
array and check for feasibility. Is there any way to do it with GLPK  
4.38 ?

Thank you very much.
Best regards,

Anne-Laurence Putz


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