[Help-glpk] Use the best found integer solution regardless of mip gap

[Pietro Scionti]

Hello,
I am solving a MIP problem giving it a certain time limit. I am using the 
library from a C# project calling the CLI interface 
(http://glpk-cli.sourceforge.net/) and my version is 4.60.

This problem sometimes (I think corresponding to whether certain "strange" 
constraints are activated or not) arrives just short of the optimal solution, 
then loops there until it stops due to the time limit. IE the console prints 
lines like these
+116950: mip =   1.500470000e+02 >=   1.500100000e+02 < 0.1% (2557; 2349)
+169952: mip =   1.500470000e+02 >=   1.500100000e+02 < 0.1% (3679; 3420)
+223563: mip =   1.500470000e+02 >=   1.500100000e+02 < 0.1% (4529; 4662)
+276156: mip =   1.500470000e+02 >=   1.500100000e+02 < 0.1% (5488; 5755)
+328782: mip =   1.500470000e+02 >=   1.500100000e+02 < 0.1% (6167; 6875)
For some time before "TIME LIMIT EXCEEDED. SEARCH TERMINATED".

Now, in these cases (or in general, every time it doesn't reach the wanted mip 
gap), I would like to be able to use the best found integer solution. 
Basically, I came up with two possible approaches:
1) keeping a pointer to the best found solution inside my user-defined callback 
and use it if the b&c algorithm exits
2) somehow trick the solver into relaxing the mip gap condition when I see the 
time limit is approaching 
3) stupid solution: memorize the best found mipgap, and restart the solver with 
the same input giving it a less restrictive mip gap. Obviously this solution 
would (at worst?) double the total time needed, so it's a last ditch effort

So, first question, is what I'm doing even possible? Especially the 2nd idea, 
since I haven't found something related to it in the documentation!!
And if so, are there better ideas?

Going on with the first approach, I defined this callback
                public void callback(glp_tree tree)
                {
                        // ..
                        int reason = GLPK.glp_ios_reason(tree);
                        if (reason == GLPK.GLP_IBINGO)
                                bingo = GLPK.glp_ios_get_prob(tree);
                }
The glp_prob bingo object is a private member of the class.
Then, inside the main method,

                ret = GLPK.glp_intopt(mip, iocp);
                // ..
                if (ret == GLPK.GLP_ETMLIM) 
                                if (bingo != null)
                                _parserOutputBINGO?.Invoke(bingo, mip, result);
 
And finally, the _parserOutputBINGO method at some point calls 
        
                int index = GLPK.glp_find_col(prob, colName);
                if (index == 0)
                           throw new Exception("Non-existing column " + 
colName);

                GLPK.glp_mip_col_val(bingo, index);

I know from the documentation that this problem is not necessarily the same as 
my original problem, so the parser method tries to reconcile the difference.
9 times out of 10, this call fails with a "System.AccessViolationException : 
Attempted to read or write protected memory. This is often an indication that 
other memory is corrupt. ", while the other time the method works as intented. 
I guess the bingo object has already been been disposed?

So, my further question is, can i trust to use this object outside the 
callback, or is it bound to be disposed at an unforeseeable time and thus this 
code could fail when it feels like it? Is there something I'm doing wrong?

Thank you very much

Pietro Scionti