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

[Michael Hennebry]

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."