[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Help-glpk] binary decision variables, --nomip

From: Michael Hennebry
Subject: Re: [Help-glpk] binary decision variables, --nomip
Date: Thu, 3 Sep 2009 09:55:46 -0500 (CDT)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Thu, 3 Sep 2009, Linder Wolfgang wrote:

I have defined binary decision variables in order to allow production only at 
certain levels:

plev are the allowed production levels, exactprod are the binary decision 
variables, P is the production

This works very well.

However, I would like to run the program with the -nomip option because of 
increased speed. Obviously, in this case the binary decision variables are not 
necessarily binary any more.

At most timesteps they still take the values of 0 or 1, but for example in 
timestep 4 they don't (see below).

Are there any additional conditions I could use in order to force the variables 
exactprod to be quasi-binary while still using the -nomip option?

None that don't require a post-processing step.
IIRC there is an MIP option that says take the first fesible solution found.
That is probably closest to what you want.
There is also an MIP option that specifies
how close to optimal is good enough.

To avoid MIP altogether, you could add quadratic terms to the objective.
The terms could weight the solution away from (1/2, 1/2, ....) .

Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."

reply via email to

[Prev in Thread] Current Thread [Next in Thread]