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Re: [Help-glpk] TRYING TO GET A NON-OPTMIAL SOLUTION OF A MIP MODEL.


From: Joshua Friedman
Subject: Re: [Help-glpk] TRYING TO GET A NON-OPTMIAL SOLUTION OF A MIP MODEL.
Date: Wed, 13 Jun 2018 10:51:59 -0400

Michael
The technique you described of relaxing all but 1-2 days and fixing the integer part sounds interesting. Are there any published works implenting the technique. I am also working on a timetabling/student enrollment problem at my college. 

On Wed, Jun 13, 2018, 9:50 AM Michael Hennebry <address@hidden> wrote:
On Tue, 12 Jun 2018, João Pedro de Sá Moreira wrote:

> I?m currently working on a timetable model that is supposed to deal if a pretty big number of variables.
>
> On initial tests i can see it takes a fair time to get to a LP solution (about 30m) and then it starts to work on finding the optimal integer solution.
>
> The problem is that in this part, it takes about 5h working on analyzing the whole tree, but the strange thing is that it keeps showing the same value every iteration it does until it gets to the end of the tree. The value it shows is the same value that can be seen when it finds the lp solution, does it means that the LP solution was the optimal since the beginning? Am i able to interrupt the execution and take a look at this solution? Or is there a way to speed it up a little bit?

I suspect the problem is a lot of near-equivalent solutions.
Best-first can be truly horrible on some such things.
Try depth-first.

If you have what amounts to 40 loosely connected subproblems,
each with five nearly optimal solutions.
Best-first could grind away for a very long time.

Another possibility is to do the problem in stages.
For the first stage,
require only the first two days' variables to be integer.
For the second stage,
fix the first day's integers from the first stage
and require only the second and third days' variables to be integer.

If you know the problem has a solution,
how do you know?
That might provide a mechanism for getting a solution.
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