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Re: [Help-glpk] glpsol vs api - is glpsol slower?

From: Andrew Makhorin
Subject: Re: [Help-glpk] glpsol vs api - is glpsol slower?
Date: Sat, 24 Feb 2007 18:56:24 +0300

> I am trying to solve a network flow problem which has some integer
> constraints as well. Anyway, I've formulated the problem in CPLEX
> form, and glpsol then solves it, but it takes close to 10 minutes to
> do so. But when I use the API directly, calling lpx_read_cpxlp
> followed by calls to lpx_simplex and lpx_integer, I get the same
> optimal solution in less than a minute. Is there any reason why glpsol
> is so much slower (by almost an entire order of magnitude!) than
> direct calls to the API? I've tried looking through the archives but
> couldn't find any discussion on this. Any help on this would be
> appreciated. Many thanks in advance.

This is normal in integer optimization.

By default glpsol performs scaling and starts lp optimization from
an advanced basis; this may lead to an optimal basis of lp relaxation
which differs from the one you obtained using api.

You can disable scaling and crashing as follows:

   glpsol --noscale --std ...

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