Re: Re[Help-glpk] garding speeding up MIPs by providing Initial solutions

[Andrew Makhorin]

> Thanks for your reply. Please see
> my reply in the lines.

I've tested your model. In fact, it is not hard for glpk 4.37 and can
be solved in several minutes. However, it is hard enough to be solved
faster.

The model looks like a pseudo-boolean problem (more precisely, like
a satisfiability problem), so you might try to use specific solvers.

>> Why do you need to solve the mip many times? Is it a subproblem?
>> Do you really need optimal solution, or a suboptimal solution would be
>> sufficient to you?

> Because I need to change the constraints according to the solution and
>  solve the MIP again. For a MIP, I need an optimal solution. For my big
>  problem, of course , it is suboptimal. If I form my big problem into
>  a mip, then it will be huge and takes forever to run.

I think that in many cases using a complete description is more
reasonable. If, for example, the complete mip is huge because it has too
many rows (constraints), you could use row generation technique.


Andrew Makhorin