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[Help-glpk] glp_ios_heur_sol

From: Anne-Laurence Putz
Subject: [Help-glpk] glp_ios_heur_sol
Date: Thu, 29 Oct 2009 14:31:18 +0100
User-agent: Internet Messaging Program (IMP) H3 (4.1.4)

Dear support,

I would like to fix all variables of a MILP problem before launching optimization (to help the branch&cut solver with an upper bound, for instance). Those values are taken either from a custom heuristic of my own or from a previously launched MIP optimization.

Anyway, I don?t understand how to do such a thing with GLPK 4.38.

I would like to use glp_ios_heur_sol(), but it doesn?t seem to be the method I?m searching for (I don?t understand what is the ?primal heuristic? that we have to launch before using glp_ios_heur_sol()).

But I don?t know how to do it differently.
You gave an answer on thread Setting initial integer solution in GLPSOL (see

If I?ve correctly understood, you said that one have to patch GLPK to do so ? Because there isn?t any parameter in glp_iocp structure indicating that the current solution stored comes from a heuristically found solution.

In fact, I want to call a glp_initial_sol(lpProb* prob, const double values[]) which would fix all the MILP variables with the ?values? array and check for feasibility. Is there any way to do it with GLPK 4.38 ?

Thank you very much.
Best regards,

Anne-Laurence Putz

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