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[Help-glpk] Feature request: branching priority and direction

From: glpk xypron
Subject: [Help-glpk] Feature request: branching priority and direction
Date: Wed, 12 Sep 2007 06:43:28 +0200

Solution speed for many MIPs can be improved by controlling branching. 
Unfortunately in MathProg there is no syntax provided to do so, leaving only 
programming as an option.

ILOG OPL offers the following syntax to control branching:

  for(var j in Columns) {
     x[j].priority = c[j]/maxCoef[j];
     x[j].direction = "BranchDown";

The same is supported by AMPL as described in

I think this could be added to GLPK with limited effort.

Priority should be of type float. The branching algorithm should only choose 
between unfixed integers with the highest priority.

Direction could be an integer in {-1, 0, 1}:
-1 = branch down, 
0 = branch direction to be chosen by the branching algorithm, 
1 = branch up).

Best regards

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