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

From: Alejandro Pascual
Subject: Re: [Help-glpk] Is it possible to feed glpsol with a feasible initial solution to a MIP problem?
Date: Fri, 6 Apr 2018 21:19:39 -0300

Dear Andrew,

Thanks for your quick reply, I'm still a beginner with GLPK and
haven't noticed the -w and --ini options.

I've tried the --fpump option with no success (even after waiting for
days), and after your suggestion, the --proxy option with 5400 seconds
without success either. I attach the model and data files. Setting the
binary variables to one, glpsol can find a feasible solution.

Now I'am trying the -w, --ini sequence of two consecutive glpsol
executions (-w to save the solution obtained with the binary variables
set to one, and --ini to feed this solution as a feasible solution to
the original MIP problem). After the LP relaxation, the second
execution is warning me: basis matrix is ill-conditioned (cond =
3.27e+13). I guess the instance of the problem is just too hard, but I
am not sure if the integer optimization stage is actually using the
feasible solution I intended to provide. ┬┐How should I understand the
attached log file?

Thank you very much for your help.

Best regards,

2018-04-06 6:13 GMT-03:00 Andrew Makhorin <address@hidden>:
> 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
>> _______________________________________________
>> Help-glpk mailing list
>> address@hidden

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