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Re: [Help-glpk] Setting initial integer solution in GLPSOL

From: Andrew Makhorin
Subject: Re: [Help-glpk] Setting initial integer solution in GLPSOL
Date: Mon, 15 Dec 2008 12:07:10 +0300

> Another, related, feature would be the possibility to provide an initial
> bound from the command line. In many of the applications I work with 
> (low-complexity FIR filter design) it is often pretty simple to find a 
> sub-optimal solution, while solving for optimality is much harder. 
> Providing the heuristic solution would of course be an alternative using 
> Xyprons patch, but most of the time simply providing the objective 
> function value would be enough and clearly easier.

If you mean the incumbent objective value, it easy to specify it (at
least in the mathprog model): just add a constraint like follows:

s.t. foo: z <= bar;

where z is the objective function (to be minimized), bar is its known
upper bound.

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