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

[Andrew Makhorin]

> I am suffering from the same problem. I have tried all the following but
> none works.
> [...]
> 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.

Why do you need to solve the mip many times? Is it a subproblem?
Do you really need optimal solution, or a suboptimal solution would be
sufficient to you?

>  What else can I do to speed it up?

Could you write your instance in in mps or cplex lp format, gzip it,
and post it to me?

>  Do I
> need to study the branch and cut API routines? Is it possible to provide
> an initial solution in the current version?

Yes.

>  Will it speed up the program?

In principle, yes.

> Is it possible to bound the object function as mentioned in the original
> post?

Yes, however, it is better to use glp_ios_heur_sol.


Andrew Makhorin