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Re: [Help-glpk] finding integer solutions gives seemingly infinite loop

From: John Perry
Subject: Re: [Help-glpk] finding integer solutions gives seemingly infinite loop
Date: Wed, 4 Apr 2012 14:32:04 -0500
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Michael Hennebry wrote on Wednesday, April 04, 2012,
> On Tue, 3 Apr 2012, John Perry wrote:
> >> From a previous conversation, I understand that setting upper bounds for
> >> integer solutions helps the mip preprocessor find feasible solutions
> >> for minimization problems that have no maximum. I can make this work
> >> with the systems I'm solving right now, but I'm not sure how to set a
> >> good upper bound in general.
> > 
> > Is there a good rule of thumb for this?
> Is the corresponding max problem really unbounded?

Now that you make me think of it, it's unbounded above only in theory; the 
largest I could have is machine word size. (I don't mean GLPK; this has to do 
with the result, which is then fed into a non-LP algorithm.)

I tried it just now, though, and that's also too large. If I set the maximum 
at 1000, I get solutions; raising it to a mere 5000 slows it down 

I could loop the upper bounds from, say, 1000, but this seems so... CLUMSY. 
Since I'm adding constraints after having solved once already, I could also 
use the results from the previous solution to guess an upper bound, then go up 
from there when it fails. But that also seems clumsy.

I guess I was hoping there might be a way of making an educated guess of the 
upper bounds on the variables from solutions obtained by the simplex 

john perry

John Perry
Associate Professor
Department of Mathematics, Box 5045
University of Southern Mississippi
Hattiesburg MS 39406

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