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

2009-04-06 Thread Andrew Makhorin
 Thanks for your reply. Please see
 my reply in the lines.

I've tested your model. In fact, it is not hard for glpk 4.37 and can
be solved in several minutes. However, it is hard enough to be solved
faster.

The model looks like a pseudo-boolean problem (more precisely, like
a satisfiability problem), so you might try to use specific solvers.

 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?

 Because I need to change the constraints according to the solution and
  solve the MIP again. For a MIP, I need an optimal solution. For my big
  problem, of course , it is suboptimal. If I form my big problem into
  a mip, then it will be huge and takes forever to run.

I think that in many cases using a complete description is more
reasonable. If, for example, the complete mip is huge because it has too
many rows (constraints), you could use row generation technique.


Andrew Makhorin







 




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Re: [Help-glpk] problem with glpsol

2009-04-06 Thread Andrew Makhorin
 Here is the cplex lp file and the mps file.

Thanks.

Wrong results appear, because the problem is badly scaled. This is
caused by two tiny constraint coefficients:

C036  R033  -5.16198E-27   R034  -0.079105507

C036  R039  -0.092756701   R040  -5.51167E-27

To avoid the error you should either disable the geometric mean
scaling (which is enabled by default) or, that is much better, replace
all tiny constraint coefficients by exact zeros, for example, before
passing rows/columns to glp_set_mat_row/glp_set_mat_col.

BTW, I could not reproduce the error.


Andrew Makhorin



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[Help-glpk] Obtain the variables values in a GLPK 4.8 Java Interface

2009-04-06 Thread Sylvain Fournier
Hello,

I am currently using GLPK with the Java interface developped and made
available in the following website: http://bjoern.dapnet.de/glpk/
When I solve a LP and I want to retrieve the values of the solution (using
getColPrim() and getColDual(), for example), these values (they are of type
double) are always rounded to the lower integer. Yet, the routine
printSol(), that prints the solution into a file, doesn´t approximate these
values. The objective value (accessed by getObjVal()) isn´t approximated
either.

Is there some parameter to customize this rounding? Or do I have to contact
the designer of the Java interface to solve my problem?
I am sorry I cannot provide a piece of code quickly (mine is rather
complex), but I hope you won´t need it to answer my question.

Sylvain
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