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Re: [Help-glpk] Interior point method and MIPs

From: Raniere Silva
Subject: Re: [Help-glpk] Interior point method and MIPs
Date: Tue, 1 Jul 2014 13:48:10 -0300
User-agent: Mutt/1.5.21 (2010-09-15)

Hi Andrew,

> I understand that for MIPs, GLPK uses branch-and-bound and only 
> offers the simplex method. I would be interested in knowing why 
> the interior point method is only allowed for LPs, not MIPs.

In some cases the solution for MIP is one vertex of the problem and interior
point methods have some issues getting to this vertex. It's possible that the
interior point method find a solution for LP that isn't close enough to the
integer solution for the branch-and-bound phase.


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