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Re: [Help-glpk] Can I provide a pre-calculated lower bound as an input t
From: |
Heinrich Schuchardt |
Subject: |
Re: [Help-glpk] Can I provide a pre-calculated lower bound as an input to my MIP? |
Date: |
Mon, 6 Jan 2014 08:50:30 +0100 (CET) |
Hello Nazmul,
when calling Glpk from Matlab you probably have no chance.
When working directly with the Glpk library you can provide a heuristic
solution in the callback routine of the MIP solver.
Best regards
Heinrich Schuchardt
http://www.xypron.de
On 06.01.14 at 06:44, Nazmul Islam wrote:
> Hello,
>
>
>
> I am solving a MIP (minimization problem) using GLPK. I am running the code
>
> in MATLAB using YALMIP.
>
>
>
> I have roughly 3000 integer variables in my code. I use --mipgap to get an
>
> approximate solution in a reasonable time. From the particular instance of
>
> my problem, I can pre-calculate a lower bound of my problem. Can I provide
>
> this lower bound as an input to GLPK?
>
>
>
> An example:
>
>
>
> Let's assume that the optimal solution of my minimization problem cannot be
>
> lower than a value of L.
>
>
>
> In an usual setting, GLPK continuously updates the lower bounds {L1, L2,
>
> ...} through linear relaxation and the upper bounds {U1, U2, ... } and
>
> checks if the lower bound & upper bound becomes closer than the --mipgap
>
> value. Can I do any of the following two options?
>
>
>
> 1. I want GLPK to use max{L, L1} ; max{L, L2}, max{L, L3} as the lower
>
> bounds. In other words, if my provided lower bound L is greater than the
>
> currently found lower bound Li of GLPK, I want GLPK to use that value. This
>
> will narrow the gap between the lower bound and upper bound of GLPK and
>
> save execution time..
>
>
>
> 2. I want GLPK to use L as the constant lower bound. In that case, GLPK
>
> does not need to solve any linear relaxation. It can just find the feasible
>
> solution and check with the lower bound that I provided.
>
>
>
> Thanks,
>
>
>
> Nazmul
>
> _______________________________________________
>
> Help-glpk mailing list
>
> address@hidden
>
> https://lists.gnu.org/mailman/listinfo/help-glpk
- Re: [Help-glpk] Can I provide a pre-calculated lower bound as an input to my MIP?,
Heinrich Schuchardt <=