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[Help-glpk] "Integer" linear programming with non-uniform quantization

From: Oscar Gustafsson
Subject: [Help-glpk] "Integer" linear programming with non-uniform quantization
Date: Sat, 29 Jan 2011 11:56:09 +0100
User-agent: Mozilla/5.0 (Windows; U; Windows NT 6.1; sv-SE; rv: Gecko/20101207 Lightning/1.0b2 Thunderbird/3.1.7

This may be slightly off-topic as it partly is a general optimization question. Sorry about that. However, GLPK is mentioned later on.

I have a linear programming formulation to which I want to find optimized variables that can take on only certain values (not always integers). As far as I can tell, it should be possible to use branch-and-bound for this problem as well. Can anyone confirm this and is there a term for this?

As I want to solve the problem, I clearly need to define my own branch-and-bound algorithm, both in terms of bounds and branching strategies. Would GLPK be a suitable alternative for this or are there packages where the bounding and branching is easier to extract? I get the impression that SYMPHONY is more or less built for this (playing around with different strategies). SCIP?

With best regards

Oscar Gustafsson

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