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Re: [Help-glpk] Is it possible to feed glpsol with a feasible initial so

From: Andrew Makhorin
Subject: Re: [Help-glpk] Is it possible to feed glpsol with a feasible initial solution to a MIP problem?
Date: Fri, 06 Apr 2018 12:13:01 +0300

On Thu, 2018-04-05 at 14:40 -0300, Alejandro Pascual wrote:
> Hi,
> I am working on a MIP problem for which glpsol can't find a feasible
> solution in a reasonable amount of time. However, fixing the values of
> the integer variables (which are all binary) to one, I can get glpsol
> to find an optimum solution rather quickly. Is it possible to feed
> this solution as initial (suboptimal) solution of the original
> problem?

Yes. Save the mip solution found with 'glpsol ... -w FILENAME' and then
specify it as initial one 'glpsol ... --ini FILENAME'.

BTW, did you try using --fpump or --proxy to find a feasible solution?

> I have read in the help-list that this was not possible with MathProg
> in 2007, but maybe now it is. If it is not, what would be the most
> direct way to hack the code in order to do so?
> Regards,
> Alejandro Pascual
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