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Re: [Help-glpk] suboptimal solution from glp_intopt
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] suboptimal solution from glp_intopt |
Date: |
Mon, 28 Oct 2013 17:25:33 +0400 |
> thank you very much for having a look at my problem.
> Attached you can find two problem files and two result files.
Thank you.
>
> glpk_mip_problem.glpk is my original problem and glpk_mip_result.txt
> is the solution found by glpk of which I think it is suboptimal.
>
> the problem file with _cplex in its name has additional constraints that fix
> all variables to the cplex solution. The result you can find in file number
> 4.
>
> I am using glpk version 4.52.
>
Some double-bounded variables in your instances have very large upper
bound (1e+20) that may cause numerical difficulties. I guess that your
intention was simply to indicate that such variables have no upper
bound. The correct way to do this is to specify the column type GLP_LO
(rather than GLP_DB) in corresponding calls to glp_set_col_bnds. For
more details please see the glpk reference manual included in the
distribution.