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Re: [Help-glpk] Entering Feasible Solutions and setting optimality toler
Re: [Help-glpk] Entering Feasible Solutions and setting optimality tolerance for MIPs
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.
"Our gods are dead. Ancient Klingon warriors slew them
... they were more trouble than they were worth." -- Worf