[Help-glpk] Need help with specifying an upper bound for MIP solver

[Andreas Schilling]

Hi,

I am struggling for some time now with implementing "Local Branching" (Fischetti, Lodi) using GLPK as a black box solver. To do that I need to call GLPK with three parameters:

1. time limit. can be done using the glp_iocp parm struct.

2. upper bound (UB) used to interrupt the optimization as soon as the best lower bound becomes greater or equal to UB.

3. A flag which when set to true indicates, that the solver will abort the computation as soon as the first feasible solution is found. (I found no pretty way, but I think when parm.mip_gap is set to 99.0 or 100.0 it should do the trick..)

The problem is the second parameter, the upper bound. I have no idea how to implement that.

I am very grateful for any help.

Andy