Re: [Help-glpk] glpk, java and more

[Daniel Gustafson]

Pierre Lemaire wrote:
> Last, on a technical issue: is there any plan to implement the 
> Feasibility Pump heuristic that quickly finds feasible solutions to 
> MIP?  Whenever a MIP takes to long to be solved, it is very valuable.
I'd like to endorse Pierre's suggestion of adding the Feasibility Pump 
heuristic.  I have implemented a Feasibility Pump that uses GLPK to find 
the optimal values of the relaxed integer variables, but my 
implementation is written in C#, allows only binary variables, and uses 
additional heuristics that are customized to the particular problem I am 
solving--so it may not be a good starting point.  The Feasibility Pump 
has decreased my problem solution time by an order of magnitude, by 
allowing me to create cuts that eliminate large portions of the solution 
space so that when I eventually solve the MIP, the problem is much smaller.

Hopefully,

Dan Gustafson