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Re: [Help-glpk] the theoretic formula about the integrality gap for MILP


From: Andrew Makhorin
Subject: Re: [Help-glpk] the theoretic formula about the integrality gap for MILP and 0-1 knapsack integer programing model
Date: Thu, 03 Dec 2015 22:52:02 +0300


>                 How to estimate the "bestpossible" and "epsilon"
>                 without solving an integer programming model ? 

Find any integer feasible solution to MIP (not solving MIP exactly),
e.g. with a primal heuristic--it gives you "bestfound".

>                 
>                 
>                 How to estimate the "bestpossible" and "epsilon"
>                 without solving an linear programming model ? 

Find an optimal solution to any (not LP) relaxation of MIP--it gives you
"bestpossible".

Take "epsilon" as a smallest floating-point number such that 1+eps > 1.





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