Solution speed for many MIPs can be improved by controlling branching.
Unfortunately in MathProg there is no syntax provided to do so, leaving only
programming as an option.
ILOG OPL offers the following syntax to control branching:
for(var j in Columns) {
x[j].priority = c[j]/maxCoef[j];
x[j].direction = "BranchDown";
}
The same is supported by AMPL as described in
http://www.ampl.com/NEW/suffixes.html.
I think this could be added to GLPK with limited effort.
Priority should be of type float. The branching algorithm should only choose
between unfixed integers with the highest priority.
Direction could be an integer in {-1, 0, 1}:
-1 = branch down,
0 = branch direction to be chosen by the branching algorithm,
1 = branch up).
Best regards
Xypron
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