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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: Wed, 6 Feb 2013 15:14:34 +0100

On Feb 5, 2013 7:29 PM, "Michael Hennebry" <address@hidden> wrote:
> If you really need integers to do your constraint generation,
> add the test to your GLP_IROWGEN routine.
> If you do not have integers, do not add any cuts.
> You probably do not need integers.
> Loop constraints, i.e. cycle-breaking constraints,
> can be generated for fractional solutions.
> x12 + x23 + x31 <= 2 is a valid cycle-breaking constraint
> and will cut off x12=x23=x31=0.7 .
> Doing so can speed things up.

Thanks for that. Like I said my problem only resembles the TSP, for example nodes can be visited multiple times. I'll see if I can understand what the above does and if it applies in my case.

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

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