[Help-glpk] Understanding the LPX_K_TOLOBJ parameter

[Joey Rios]

Hello,

I have a binary integer program I'm solving with GLPK.  I've noticed excessive Branch&Bound time, so thought I would play with the tolerance for accepting an integer solution.  In CPLEX, I'd set the mipgap value appropriately.  After reading through the GLPK manual, I think the parameter that is equivalent is the LPX_K_TOLOBJ.  Am I correct?  My C code looks something like this (with lots of stuff left out):

bip = lpx_read_model(argv[INDEX_MODL], argv[INDEX_DATA], NULL);
lpx_set_real_parm(bip, LPX_TOLOBJ, 0.005); /* 0.5% mipgap */

If this is wrong please let me know.  For most of my data sets, the solution to the relaxation is integer, so this doesn't get exercised too much.  But, I think something is wrong because the tail from a run on one of my datasets (that is currently still running) looks like this:

+293011: mip =   4.200000000e+02 >=   4.183237456e+02   0.4% (176; 789)
Time used: 38906.0 secs.  Memory used: 257.4 Mb.
+293163: mip =   4.200000000e+02 >=   4.183237456e+02   0.4% (177; 789)
Time used: 38977.0 secs.  Memory used: 257.5 Mb.
+293273: mip =   4.200000000e+02 >=   4.183237456e+02   0.4% (178; 789)
Time used: 39047.0 secs.  Memory used: 257.5 Mb.
|293568:   objval =   4.194444443e+02   infeas =   4.340972026e-14 (37417)
+293568: mip =   4.200000000e+02 >=   4.183237456e+02   0.4% (178; 790)
Time used: 39143.0 secs.  Memory used: 257.5 Mb.

So, I was hoping that it would take the "420" solution and bail since the gap is less than 0.5%.  Please help me understand what I am missing.  I can provide more info if helpful.

Thanks,
Joey

---

Shed those extra pounds with MSN and The Biggest Loser! Learn more.