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[Help-glpk] Can I provide a pre-calculated lower bound as an input to my

From: Nazmul Islam
Subject: [Help-glpk] Can I provide a pre-calculated lower bound as an input to my MIP?
Date: Mon, 6 Jan 2014 00:44:30 -0500


I am solving a MIP (minimization problem) using GLPK. I am running the code in MATLAB using YALMIP.

I have roughly 3000 integer variables in my code. I use --mipgap to get an approximate solution in a reasonable time. From the particular instance of my problem, I can pre-calculate a lower bound of my problem. Can I provide this lower bound as an input to GLPK?

An example: 

Let's assume that the optimal solution of my minimization problem cannot be lower than a value of L. 

In an usual setting, GLPK continuously updates the lower bounds {L1, L2, ...} through linear relaxation and the upper bounds {U1, U2, ... } and checks if the lower bound & upper bound becomes closer than the --mipgap value. Can I do any of the following two options?

1. I want GLPK to use max{L, L1} ; max{L, L2}, max{L, L3} as the lower bounds. In other words, if my provided lower bound L is greater than the currently found lower bound Li of GLPK, I want GLPK to use that value. This will narrow the gap between the lower bound and upper bound of GLPK and save execution time..

2. I want GLPK to use L as the constant lower bound. In that case, GLPK does not need to solve any linear relaxation. It can just find the feasible solution and check with the lower bound that I provided.



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