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Re: [Help-glpk] glpk, java and more

From: Daniel Gustafson
Subject: Re: [Help-glpk] glpk, java and more
Date: Tue, 27 Jan 2009 12:29:08 -0600
User-agent: Thunderbird (Windows/20081209)

Pierre Lemaire wrote:
Last, on a technical issue: is there any plan to implement the Feasibility Pump heuristic that quickly finds feasible solutions to MIP? Whenever a MIP takes to long to be solved, it is very valuable.
I'd like to endorse Pierre's suggestion of adding the Feasibility Pump heuristic. I have implemented a Feasibility Pump that uses GLPK to find the optimal values of the relaxed integer variables, but my implementation is written in C#, allows only binary variables, and uses additional heuristics that are customized to the particular problem I am solving--so it may not be a good starting point. The Feasibility Pump has decreased my problem solution time by an order of magnitude, by allowing me to create cuts that eliminate large portions of the solution space so that when I eventually solve the MIP, the problem is much smaller.


Dan Gustafson

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