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Re: [Help-glpk] Entering Feasible Solutions and setting optimality toler

From: Michael Hennebry
Subject: Re: [Help-glpk] Entering Feasible Solutions and setting optimality tolerance for MIPs
Date: Wed, 9 Mar 2005 12:00:45 -0600 (CST)

On Wed, 9 Mar 2005, David Stephenson wrote:

> I'm just in the process of exploring how to use GLPK for MIPs and was
> wondering if there is a simple way to do either of the following:
> 1.    Setting the optimality threshold for early termination.  (E.g.,
> terminate when best recorded feasible is within 5% of optimal)

Yes, but it wasn't intended for that.
In the distributed version you can set the parameter,
but its upper bound is only .1%.
You'll have to edit the code to set a higher value.
You might get somewhat the same effect by adding a constant term
to the objective function.

> 2.    Specify a feasible integer solution for use in fathoming branches.

No, but you can get about the same result by adding a constraint.

> Also, does GLPK implement any sort of cutting plane methodology?

Yes, but I don't remember how to use it.

Mike   address@hidden
"Our gods are dead.  Ancient Klingon warriors slew them
... they were more trouble than they were worth."          --  Worf

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