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[Help-glpk] Large binary integer program


From: Alexander Schnell
Subject: [Help-glpk] Large binary integer program
Date: Tue, 23 Feb 2010 15:05:03 +0300

Hi,

im trying to solve a large binary integer programm with about 50000 variables 
an 6000 constraints. 
Moreover im using PyMathProg to solve the program, which makes it possible to 
use glpk in a python script and formulate a model 
in the GNU MathProg language.
The solution process is relatively fast (~ 17s) but it takes very long until 
the solution process starts (~ 2 hours). 
Thus the time to process the objectfunction and the constraints is very long.
Is there a possibility to shorten this time or is this normal?
Also the coefficients of the binary variables in the object function are very 
big ( ~ 10^9).
Can this be a reason for the long duration?

Best Regards
Alex

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