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[Help-glpk] Stop criteria for MIP integer solution?

From: Pieter Thysebaert
Subject: [Help-glpk] Stop criteria for MIP integer solution?
Date: Tue, 13 Aug 2002 09:54:20 +0200


I'm wondering if I can let the solver (for MIP) stop when it reaches the 
first solution "better than the currently known optimum" ? 
(I've found the time limit parameter...)

And in relation with this, can the solver continue from where it stopped 
(after time exceeded, for instance) by calling lpx_integer() a second time?

The reason I ask is the nature of my specific problem: the (binary) decision 
variables are time-indexed variables, and the objective is to minimize a 
"time". So when a feasible solution is found (with objective value T), I can 
tell for sure that the decision variables related to times > T are certain to 
be 0 in the optimum (and in this feasible solution).
This knowledge would allow me to "reduce" the problem (= removing variables = 
deleting columns from the constraint matrix).  I could then try to find the 
first feasible solution for the reduced problem with objective < T etc...

This way, I will iteratively try to find a solution for problems that keep 
getting smaller, and I suppose that this could be a lot faster than trying to 
find the optimum to the original large problem?


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