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[Help-glpk] Bravo on Proximity Search

From: Meketon, Marc
Subject: [Help-glpk] Bravo on Proximity Search
Date: Mon, 16 Sep 2013 17:47:32 -0500

I have begun using the “proximity search” option (--proxy) and set for 120 seconds.  On the problem that I’m solving, it is doing an outstanding job of getting solutions within 10% (and sometimes even within 1%) of optimal.  [It might take GLPK 30-60 minutes longer to obtain provably optimal results.]  It’s speeding up my solution times considerably.


I am very impressed with this option.  Good job Andrew.  And thanks to Prof Fischetti and Michele Monaci for providing the original research.



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