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[Help-glpk] Feasibility pump heuristic

From: Patrik Dufresne
Subject: [Help-glpk] Feasibility pump heuristic
Date: Thu, 26 Jul 2012 12:51:55 -0400


I'm using GLPK to model an integer linear problem and then solve it using glp_intopt(). Since, I'm a beginner with linear problem, I've try different option of the solver. One of them is the Feasibility pump heuristic (fp_heur). Enabling this option solve the problem within 24sec instead of 192sec when disabled.

My first question, do you have any reference material to explain how the feasibility pump heuristic is working ?

When enabled, is the optimality is still garanteed ?

Thanks for you'r help.

Patrik Dufresne

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