Re: [Help-glpk] preset bounds for the mip solver

[Heinrich Schuchardt]

Hello Yingjie,

glp_set_row_bnds() can be applied to the row with the objective function
and is respected by the optimizer.

The bounds refer to the objective function without any constants.
E.g. in
minimize obj: 2x + 3y + 5;
the bound set with glp_set_row_bounds relates to (2x + 3y).

You have to switch off the presolver.

smcp->presolve = GLP_OFF;
iocp->presolve = GLP_OFF;

Build a row index with
glp_create_index(lp);

Find the relevant row with
row = glp_find_row(lp, "obj");

Set the upper or lower bound like this
glp_set_row_bnds(lp, row, GLP_UP, 0., 319.);

Solve the LP relaxation with
ret = glp_simplex(lp, smcp);
This is necessary because the presolver is switched off.

Afterwards solve the MIP with
ret = glp_intopt(lp, iocp);

Best regards

Heinrich Schuchardt


On 11/24/2016 07:23 PM, Heinrich Schuchardt wrote:
> Hello Yingjie,
> 
> when doing minimization a lower bound could help to fathom some nodes in
> the search tree. But typically the lower bound is approaching the
> solution asymptotically so the bound would have to quite tight to have a
> sizable effect. An upper bound probably will not reduce the solution time.
> 
> You also could supply a heuristic solution in the callback function to
> set a lower bound.
> 
> You can add a row with the same coefficients as the objective function
> and give it bounds with glp_set_row_bnds.
> 
> Maybe glp_set_row_bnds can simple be applied to the row with the
> objective. I have not tried.
> 
> Best regards
> 
> Heinrich Schuchardt
> 
> On 11/22/2016 02:45 AM, Yingjie Lan wrote:
>> Hi there,
>>
>> I am trying to use the glpk C API to set an upper and lower bound for
>> the mip solver, hoping to speed up the optimization. After searching the
>> document, I still have no clue. Can anybody point me to the right
>> direction? If the C API can't do so, how about the GLPK MPL?
>>
>> Many thanks!
>>
>> Yingjie