Hello Patrik ------------------------------------------------------------ To: help-glpk@gnu.org Subject: [Help-glpk] Feasibility pump heuristic From: Patrik Dufresne <ikus...@gmail.com> Date: Thu, 26 Jul 2012 12:51:55 -0400 ------------------------------------------------------------
> Hi, > > I'm using GLPK to model an integer linear problem and > then solve it using glp_intopt(). Since, I'm a beginner > with linear problem, I've try different option of the > solver. One of them is the Feasibility pump heuristic > (fp_heur). Enabling this option solve the problem > within 24sec instead of 192sec when disabled. > > My first question, do you have any reference material > to explain how the feasibility pump heuristic is > working ? This publication describes changes to GLPK 4.28 to test novel MILP branching techniques. I don't know if it covers the heuristic you mentioned but it should provide some useful background: Pryor, Jennifer; Chinneck, John W (2011), "Faster integer-feasibility in mixed-integer linear programs by branching to force change", Computers and Operations Research 38 (8): 1143-1152, doi:10.1016/j.cor.2010.10.025 paywalled : http://www.sciencedirect.com/science/article/pii/S0305054810002546 preprint : http://www.sce.carleton.ca/faculty/chinneck/docs/PryorChinneck.pdf > When enabled, is the optimality is still garanteed ? Yes, barring unknown errors in chipset, compilers, libraries, and models. This might be of interest in relation to GLPK: http://en.wikibooks.org/wiki/GLPK/Background_theory Then read up about the Karush-Kahn-Tucker (KKT) optimality conditions elsewhere: http://en.wikipedia.org/wiki/Karush%E2%80%93Kuhn%E2%80%93Tucker_conditions > Thanks for you'r help. > > Patrik Dufresne > -------------- next part -------------- > An HTML attachment was scrubbed... > URL: <http://lists.gnu.org/archive/html/help-glpk/attachments/20120726/ba56f1bc/attachment.html> HTH, Robbie --- Robbie Morrison PhD student -- policy-oriented energy system simulation Technical University of Berlin (TU-Berlin), Germany University email (redirected) : morri...@iet.tu-berlin.de Webmail (preferred) : rob...@actrix.co.nz [from Webmail client] _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk