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Re: [Help-glpk] I need help to convert quadratic problem into linear


From: Robbie Morrison
Subject: Re: [Help-glpk] I need help to convert quadratic problem into linear
Date: Wed, 26 Oct 2011 05:29:49 +1300 (NZDT)
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Hello too Mudassar

------------------------------------------------------------
To:           Mudassar Majeed <address@hidden>
Subject:      Re: [Help-glpk] I need help to convert quadratic problem into
Message-ID:  <address@hidden>
From:        "glpk xypron" <address@hidden>
Date:         Tue, 25 Oct 2011 14:11:47 +0200
------------------------------------------------------------

> Hello Mudassar,
>
> using option --cuts you model was solved on my system in 505 seconds:

[snip - remainder of posting]

If you want to do some automated time trials and
if on Linux, the bash script here could serve as a
starting point.

  http://en.wikibooks.org/wiki/GLPK/Using_GLPSOL#xglpsol_bash_script

With some ingenuity, you could pump all possible
MIP strategies at your problem and time each.

Note that the environment variable 'SECONDS' is
the elapsed time that a shell script has been
running.  Capturing that value should be close
enough.  If model translation takes some time,
then you may need to subtract that.

This brings up the interesting idea that GLPK
and/or GLPSOL could have similar functionality
built in.  But maybe scripting is the better way
to go.

best wishes, Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
Webmail (preferred)           : address@hidden
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