Re: Re[Help-glpk] garding speeding up MIPs by providing Initial solutions

[rainly]

Hi,

I am suffering from the same problem. I have tried all the following but
none works.
                glp_scale_prob(lp, GLP_SF_AUTO);                        
                glp_adv_basis(lp, 0);                                   
                glp_simplex(lp, NULL);
                glp_iocp *parm=new glp_iocp;
                glp_init_iocp(parm);
                parm->presolve=GLP_ON;
                parm->gmi_cuts=GLP_ON;
                parm->clq_cuts=GLP_ON;
                parm->mir_cuts=GLP_ON;
                parm->cov_cuts=GLP_ON;
                parm->binarize=GLP_ON;
My problem size is
Rows:       711
Columns:    189 (189 integer, 189 binary)
And the solution time is 270s which is too slow for me because I need to
call it many times in my code. What else can I do to speed it up? Do I need
to study the branch and cut API routines? Is it possible to provide an
initial solution in the current version? Will it speed up the program? Is it
possible to bound the object function as mentioned in the original post?

Thanks a lot.



Ali Baharev wrote:
> 
> You could try the local branching heuristic (Fischetti-Lodi) to
> optimize your initial solution, please see the attached pdf.
> 
> If you have a pretty fast heuristic to generate feasible solutions,
> why don't you try genetic algorithm?
> 
> Ali
> 
> On 12/19/06, Andrew Makhorin <address@hidden> wrote:
>> >>From what I understand by looking at the GLPK manuals, it does provide
>> you
>> > with the capability to specify a bound on the objective function value
>> > which avoids extra branching. For my problem, I have formulated it as a
>> > MIP optimization problem. Currently, it takes too long to solve it and
>> I
>> > have tried almost all relevant options. The other approach that I think
>> > might work is to employ a heuristic to get a feasible solution and then
>> > feed the
>> > entire solution to GLPK. THe heuristic I have currently is very fast so
>> if
>> > GLPK accepts an initial solution of the MIP and optimizes it furthur,
>> one
>> > would expect the runtime to go down.
>> >
>> > Does GLPK let you accomplish this in some direct/indirect way?
>>
>> Such feature is not implemented yet. However, it is easy to write
>> the initial incumbent objective value directly into the b&b data
>> structure. If you are interested in hacking, I can explain how to
>> do that.
>>
>> Andrew Makhorin
>>
>>
>>
>> _______________________________________________
>> Help-glpk mailing list
>> address@hidden
>> http://lists.gnu.org/mailman/listinfo/help-glpk
>>
> 
>  
> 

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