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Re: [Help-glpk] Setting Up Gap Tolerance in Gusek

From: Andrew Makhorin
Subject: Re: [Help-glpk] Setting Up Gap Tolerance in Gusek
Date: Wed, 7 Apr 2010 20:24:20 +0400

> I am currently trying to set up a gap tolerance in GUSEK for my
> MIP. The solver manages to get within a decent gap within a reasonable
> amount of time and when stopped, GUSEK terminates without displaying
> any solution. Is there a way to have the GUSEK stop and accept a
> feasible solution as a valid result in the case that it reaches a gap
> of let #39;s say 5%?

Please provide the glpsol output that appears in the output panel.

Note that you can run glpsol directly from the output panel, i.e. from
the command line, specifying necessary options to save the solution.

> Also, one other thing I noticed when running the solver is that the
> obj value doesn #39;t always decrease for a minimization problem. Does
> the status window display all feasible (infeas isn #39;t zero but
> close to it i.e. 10^-14) solutions or should it only update when a new
> best solution is found?

If solution of lp relaxation takes more than 5 secs, you can see
output from the dual simplex, which is indicated by vertical bar and
looks like follows:

|     4: obj =   7.333333333e+02  infeas =  0.000e+00 (0)

The objective value displayed is related to the lp relaxation being
solved, and in case of minimization that value increases, because the
dual simplex is used.

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