[Help-glpk] Using a heuristic to find a first integer solution quickly

[Andrea Curtoni]

I found on the net this message:

On Tue, 15 Oct 2002, Dai, Jianrong wrote:


> > Hi, everyone,
> >
> > I need to solve a MILP problem with hundreds of binary variables. Because
> > GLPK runs too slow (already 4 days, still running), I'm thinking about using
> > a optimal solution of an heuristic method to speed up the optimization
> > process. I'm wondering whether it is possible to do so. If the answer is
> > yes, please show me how to do it. Thanks.
> >
> > Jianrong
> It should be possible. One (not very good way) might be to use the
> "objective value" from the heuristic method and modify the source of the
> branch and bound solver so that it is possible to specify a "cut" cost
> (eg. set the variable bb->best (?) to the objective value from the
> heuristic method. This should make the bb solver to skip all branches
> that is more "expansive" than the heuristic solution.
>
> /Niklas

I have a similar problem, GLPK takes too much time to find the first integer 
feasible solution, but i have a heuristic able to find a sub-optimal integer 
feasible solution in a short time.
How can I use it?
Isn't there a simpler method than changing the source of the branch and bound 
solver?

Thanks in advance,
Andrea