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Re: [Help-glpk] Help with callbacks for branch/cut optimisation

From: Martijn van Oosterhout
Subject: Re: [Help-glpk] Help with callbacks for branch/cut optimisation
Date: Mon, 4 Feb 2013 23:25:21 +0100

On 4 February 2013 19:16, Heinrich Schuchardt <address@hidden> wrote:
>> Except when I tried it didn't work, because the reason GLP_IROWGEN is
>> called with the solution to the LP relaxation, at which point you have
>> non-integer variables and determining problematic loops isn't
>> possible.
> See the book indicated below for different constraints to add when you see a
> non-integer solution.

So I guess the answer to my question "will the solver present integral
solutions to me in a callback prior to accepting them" is no. Not what
I hoped, but ok. Seems like a useful feature, to have a callback in
step 5 of the branch and bound algorithm as listed in the
documentation. So after GLP_IROWGEN (where the LP relaxation is
solved) but before GLP_IBINGO (where the integer solution is
accepted), such that you can still modify the problem.

> Literature:
> The Traveling Salesman Problem: A Computational Study
> Princeton Series in Applied Mathematics
> David L. Applegate, Robert E. Bixby, Vasek Chvátal and William J. Cook
> ISBN-10: 0691129932

I'll see if I can find these books you suggest. It's of course a
question how applicable they'll be given my problem only vaguely
resembles the TSP, but they may have useful ideas.

Have a nice day,
Martijn van Oosterhout <address@hidden>

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