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

[Ali Baharev]

First of all: it is really good to see GLPK becoming better and better.

There are a number of primal heuristics which would be nice to have in GLPK.

Would it be difficult to implement the following proposals, regarding
how often the problem of big M formulation comes up here in the
mailing list?

In case of CPLEX one can use the so-called indicators:

http://www.ilog.com/products/cplex/news/whatsnew.cfm

I find the proposal in page 14 interesting:

J. N. Hooker,  A principled approach to mixed integer/linear problem
formulation, June, revised August, to appear in ICS Proceedings 2009.

http://ba.gsia.cmu.edu/jnh/milpmodeling2.pdf

http://ba.gsia.cmu.edu/jnh/papers.html

I have a heuristic to be implemented for computing sharp big M-s. I
hope i will find some time in the near future to try it.

Best,

Ali