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Re: [Help-glpk] solving large models with glpsol

From: Reginald Beardsley
Subject: Re: [Help-glpk] solving large models with glpsol
Date: Sun, 21 Jul 2013 09:30:24 -0700 (PDT)

Does the --save option for each intermediate solution work with non-MIP problems?   I'm assuming not unless this is a recent feature.

If not, is there a simple model modification that would allow doing this without increasing the computational workload excessively?  Some more discussion of this in the wiki would be a huge help.

I have some moderately large problems I want to play with again when other demands on my time abate a bit.  I sometimes converge to  the wrong answer when solving synthetic examples and have struggled to understand why.


From: Andrew Makhorin <address@hidden>
To: address@hidden
Sent: Sunday, July 21, 2013 3:48 AM
Subject: [Help-glpk] solving large models with glpsol


Solving large models may take a long time and require a lot of memory,
so in this case it may be more convenient to split the solution process
into three stages as described below.

1. Translate the model to GLPK format as follows:

      glpsol -m model.mod --wglp model.glp --check

  In this case glpsol reads the model from file 'model.mod', process
  it, and writes it to file 'model.glp' in GLPK format (which is
  a low-level text format similar to MPS format). The option '--check'
  tells glpsol not to solve the model right now.

2. Solve the model using the following command:

      glpsol --glp model.glp ... -w model.sol

  In this case glpsol reads the model in GLPK format from file
  'model.glp', solves it, and writes its final solution to a text file

  On solving the model you may try to use different options, e.g.
  options to find an initial solution with a primal heuristic, options
  that specify the branching technique, options that enable generating
  cutting planes, etc.

  If the model is of MIP class, you may save to a file not only the
  final solution, but all intermediate integer feasible solutions
  discovered by the solver, with the option '--save filename'. The
  filename string specified in the '--save' option should contain
  an asterisk (*), which will be replaced by a file serial number.
  For example, if you specify '--save foo/bar*.txt', the first
  solution will be written to file 'foo/bar001.txt', the second to
  file 'foo/bar002.txt', etc.

3. To process the solution previously saved to a file you need to use
  the following command:

      glpsol -m model.mod -r model.sol [-o ...]

  In this case glpsol reads the model from file 'model.mod', process
  it, and reads its solution from file 'model.sol' as if the model
  were solved in a normal way. This, in particular, allows to execute
  model statements that follow the solve statement.

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