Re: [Help-glpk] [Fwd: Binary programming and simplex]

[caseyh]

With Linear Programming you get fractional answers; UNLESS the  
coefficient matrix is totally unimodular and the b vector has all  
integer components.

One of the input settings (VARTYPE?) sets the decision variable result  
to integers or real numbers.


Quoting Andrew Makhorin <address@hidden>:

> -------- Forwarded Message --------
> From: Francesco Arneodo <address@hidden>
> To: address@hidden
> Subject: Binary programming and simplex
> Date: Thu, 3 Nov 2011 16:27:17 +0100
>
> Hello,
> I am using GLPK to solve a binary problem with 11,000 variables.
> I use the simplex method and it seems to work fine. However, I thought
> that binary problems are best solved with the branch and cut method
> and I have difficulty in understanding how the simplex tackles a
> binary problem.
> What GLPK does? I mean, it really uses the simplex method, or seeing
> that it's a binary problem automatically switches to branch and cut?
> Thanks,
>
>
>
> Francesco Arneodo
> INFN - Laboratori Nazionali del Gran Sasso
> Assergi 67100 L'Aquila - Italy
> tel. +39 0862 437-207 mobile (-825)
> fax +39 0862 437570
> Skype: frnz65
>
>
>
>
>
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