Re: [Help-glpk] Asking help on an issue of solving via glpk

[Heinrich Schuchardt]

Hello Johannes,

first of all it is expected that finding heuristic solutions is much
faster than using an MIP solver.

For mixed integers problems you can use the callback function of the
GLPK library to provide heuristic solutions.

If you are only interested in having a good solution and not an optimal
one you can provide a time limit or a gap limit to the GLPK solver.

Large mixed integer problems are usually not solved by brute force in a
MIP solver but by applying heuristics like column generation to guide
the solver.

Without any further knowledge of the kind of problem you try to solve it
is hard to tell how it could be made more amenable to GLPK.

Best regards

Heinrich Schuchardt


On 02/08/2016 08:58 PM, ΤΑΣΣΟΠΟΥΛΟΣ ΙΩΑΝΝΗΣ wrote:
> Hi everybody,
> I would like to ask a rather simple question, at least for the Gurus of
> GLPK.
> I have a very large and difficult optimization problem to solve. GLPK
> works for days and still it does not find any solution. On the other
> hand, I have manage to get a good solution (which I do not know if it is
> optimal or just near optimal, instead) using Computational Intelligence
> heuristics. The question is : is it possible to "feed" GLPK with this
> solution and force GLPK to use this solution as a starting point for
> further searching process? If I can do so, I hope that GLPK would be
> helped to find at least a better solution compared with that found using
> heuristics, even if it is not optimal. 
> Please, note that I use Mathprog language and the terminal to run GLPK
> (command prompt). Nevertheless, being beginner with the capabilities of
> GLPK, I would appreciate a detailed answer with analytical description
> of steps I have to follow in order to achieve the above mentioned goal.
> Thanks for your time and for any possible answer.
> 
> 
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