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Re: [Help-glpk] preset bounds for the mip solver

From: Heinrich Schuchardt
Subject: Re: [Help-glpk] preset bounds for the mip solver
Date: Thu, 24 Nov 2016 19:23:35 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:45.0) Gecko/20100101 Icedove/45.4.0

Hello Yingjie,

when doing minimization a lower bound could help to fathom some nodes in
the search tree. But typically the lower bound is approaching the
solution asymptotically so the bound would have to quite tight to have a
sizable effect. An upper bound probably will not reduce the solution time.

You also could supply a heuristic solution in the callback function to
set a lower bound.

You can add a row with the same coefficients as the objective function
and give it bounds with glp_set_row_bnds.

Maybe glp_set_row_bnds can simple be applied to the row with the
objective. I have not tried.

Best regards

Heinrich Schuchardt

On 11/22/2016 02:45 AM, Yingjie Lan wrote:
> Hi there,
> I am trying to use the glpk C API to set an upper and lower bound for
> the mip solver, hoping to speed up the optimization. After searching the
> document, I still have no clue. Can anybody point me to the right
> direction? If the C API can't do so, how about the GLPK MPL?
> Many thanks!
> Yingjie
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> Help-glpk mailing list
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