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Re: [Help-glpk] glp_intopt and MIP presolve


From: Andrew Makhorin
Subject: Re: [Help-glpk] glp_intopt and MIP presolve
Date: Thu, 27 Sep 2007 15:54:51 +0400

> As far as I know, there are two different callable functions in GLPK,
> for MIP solving.

> The former is lpx_intopt, which may be seen as a "black box" function,
> allowing to solve a whole problem, from the root LP to the integer 
> optimal solution. It also features a MIP presolve functionality 
> (ipp_presolve).

> The latter is glp_intopt, which allows the user to set a callback 
> routine which is supposed to help the branch-and-bound resolution of the
> problem.

> My question is: is there a "legal" and portable way to call GLPK's MIP
> presolve when using glp_intopt ?

No, because lpx_intopt implements cut-and-branch while glp_intopt
is a branch-and-cut solver.

> Could it be possible to let the user program call the presolve whenever
> needed ? (For instance, to be able check the differences between the
> original LP and the presolved LP).

By default glp_intopt performs presolving for each node subproblem in
a similar way as lpx_intopt does for the root subproblem except
coefficient reduction. When the latter feature will be implemented as
a class of cutting planes (which obviously is a particular case of MIR
cuts) in a next version of the package, lpx_intopt will be superseded
by glp_intopt.





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