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

From: Andrew Makhorin
Subject: Re: [Help-glpk] Feature request: branching priority and direction
Date: Thu, 13 Sep 2007 09:42:14 +0400

> 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).

Thank you for your suggestion.

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