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Re: [Help-glpk] Branch-and-cut presolve problem

From: Andrew Makhorin
Subject: Re: [Help-glpk] Branch-and-cut presolve problem
Date: Sat, 15 May 2010 06:36:57 +0400

> We are implementing a branch-and-cut for solving an
> optimization problem. Unfortunately we are observing the following:

> (1) if  the IOCP presolver OFF then the callback function is called
> and we have the opportunity of adding a (violated) constraint, no
> matter whether the master problem gave an integer or fractional
> solution.  Great!!

> (2) if  the IOCP presolver ON then the callback function is NOT
> called when the master problem gave an integer solution; therefore we
> cannot discard (by adding a violated cut) an integer solution which is
> invalid for our original optimization problem.  Bad!!

> Do we have to activate a parameter to also allow calling the
> callback routine when the IOCP presolver is ON and an integer solution
> has been found?

Currently the glpk mip presolver assumes that the problem instance
to be solved is complete. So if you generate cuts, the mip presolver
should be disabled. Besides, the presolver may change the set of
columns, in which case it is impossible to generate cuts in terms of
the original variables.

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