Re: [Help-glpk] finding integer solutions gives seemingly infinite loop

[John Perry]

Michael Hennebry wrote on Wednesday, April 04, 2012,
> On Tue, 3 Apr 2012, John Perry wrote:
> >> From a previous conversation, I understand that setting upper bounds for
> >> integer solutions helps the mip preprocessor find feasible solutions
> >> for minimization problems that have no maximum. I can make this work
> >> with the systems I'm solving right now, but I'm not sure how to set a
> >> good upper bound in general.
> > 
> > Is there a good rule of thumb for this?
> 
> Is the corresponding max problem really unbounded?

Now that you make me think of it, it's unbounded above only in theory; the 
largest I could have is machine word size. (I don't mean GLPK; this has to do 
with the result, which is then fed into a non-LP algorithm.)

I tried it just now, though, and that's also too large. If I set the maximum 
at 1000, I get solutions; raising it to a mere 5000 slows it down 
tremendously.

I could loop the upper bounds from, say, 1000, but this seems so... CLUMSY. 
Since I'm adding constraints after having solved once already, I could also 
use the results from the previous solution to guess an upper bound, then go up 
from there when it fails. But that also seems clumsy.

I guess I was hoping there might be a way of making an educated guess of the 
upper bounds on the variables from solutions obtained by the simplex 
algorithm.

regards
john perry

-- 
John Perry
Associate Professor
Department of Mathematics, Box 5045
University of Southern Mississippi
Hattiesburg MS 39406
address@hidden

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