RE: [Help-glpk] optimality tolerance

[Dedalus]

Ciyou,

I am very interested, could you please expand on this ?

LPX_K_TOLOBJ should be the object tolerance parameter, 
but what's the use of LPX_K_TOLPIV and LPX_K_TMLIM ?

>I have been using GLPK to solve IP problems upto 300,000 variables/1000
>constraints derived from crew pairing optimization.

what is the answer time of GLPK for your big model, after your changes ?

Thank you

Duilio


>I did it for GLPK-3.2.3.  (To input LPX_K_TOLOBJ, LPX_K_TOLPIV and
>LPX_K_TMLIM as environmental variables.)  You need to edit glpsol.c 
for that
>purpose.  You need also to edit glplpx3.c if you want a TOLOBJ > 
0.001.  See
>attached files.
>
>I have been using GLPK to solve IP problems upto 300,000 variables/1000
>constraints derived from crew pairing optimization.
>
>Ciyou Zhu
>
>-----Original Message-----
>From: address@hidden
>[mailto:address@hidden On Behalf Of 
Michael
>Hennebry
>Sent: Thursday, February 19, 2004 9:58 PM
>To: Brady Hunsaker
>Cc: address@hidden
>Subject: Re: [Help-glpk] optimality tolerance
>
>On 19 Feb 2004, Brady Hunsaker wrote:
>
>> On Mon, 2004-02-09 at 10:49, Duilio Foschi wrote:
>> > is there a way to set the optimality tolerance of a fairly large 
MIP 
>> > problem in GLPK ?
>> >
>>
>> I do not believe there is currently a way to do this.  This should 
be 
>> easier with the Integer Optimization Suite that is being developed, 
>> but for the time being, large MIPs are probably not appropriate for 
GLPK.
>
>There is a parameter for it, but to do what you want you will probably 
have
>to edit the glpk source.
>It appears to be intended to deal with the vagaries of approximate
>arithmetic.
>Accordingly a value larger than .001 is flagged as an error.
>
>-- 
>Mike   address@hidden
>"Two roads divurged in a woods, and I took the road less travelled 
by...
>and they CANCELLED MY FRIKKIN' SHOW. I totally shoulda took that road
>with all those people on it. Damn."                           --  Joss
>Whedon
>
>
>
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>
Attachment: glpsol.cAttachment: glplpx3.c>
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>

       

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