> I have a problem solving the MILP problem written in attached file. > I > know that formulation is right, because it was solved with XPRESS > commercial solver without any error or warning. But if I try to solve > it with glpk it does not work. I also tried to change backtrack > routines or some other MILP options, but it still does not wok. Is > there any suggestion you coud give me? Or is it an hard problem for > glpk (even if I don not think so)?
In your model: a) some variables have huge bounds: 0 <= Pe_1_1_1 <= 1e+030 0 <= Pe_1_1_2 <= 1e+030 0 <= Pe_1_1_3 <= 1e+030 If you mean that these variables have no upper bound, do not specify the bound at all. b) there are used huge constraint coefficients (perhaps "big M"): Pp_1_1: - 1e+030 DeltaPp_1_1 + Pp_1_1 <= 0 Pp_1_2: - 1e+030 DeltaPp_1_2 + Pp_1_2 <= 0 Pp_1_3: - 1e+030 DeltaPp_1_3 + Pp_1_3 <= 0 that makes the model badly formulated and causes numerical problems. I removed the huge bounds and replaced the "big M" by 1e6. This allowed me to run your model successfully (however, the solution may be distorsed): GLPSOL: GLPK LP/MIP Solver 4.39 Reading problem data from `Economical-1.lp'... 891 rows, 916 columns, 2619 non-zeros 120 integer variables, 118 of which are binary 2533 lines were read ipp_basic_tech: 77 row(s) and 102 column(s) removed ipp_reduce_bnds: 9 pass(es) made, 693 bound(s) reduced ipp_basic_tech: 26 row(s) and 25 column(s) removed ipp_reduce_coef: 2 pass(es) made, 1 coefficient(s) reduced glp_intopt: presolved MIP has 788 rows, 789 columns, 2311 non-zeros glp_intopt: 114 integer columns, all of which are binary Scaling... A: min|aij| = 1.200e-04 max|aij| = 1.000e+06 ratio = 8.333e+09 GM: min|aij| = 6.162e-01 max|aij| = 1.623e+00 ratio = 2.633e+00 EQ: min|aij| = 4.105e-01 max|aij| = 1.000e+00 ratio = 2.436e+00 2N: min|aij| = 2.102e-01 max|aij| = 1.440e+00 ratio = 6.851e+00 Constructing initial basis... Size of triangular part = 788 Solving LP relaxation... 0: obj = 3.096653019e+02 infeas = 2.892e+02 (0) * 37: obj = 1.776115222e+03 infeas = 7.312e-16 (0) * 132: obj = 3.103305069e+02 infeas = 1.760e-28 (0) OPTIMAL SOLUTION FOUND Integer optimization begins... + 132: mip = not found yet >= -inf (1; 0) + 139: >>>>> 3.104131270e+02 >= 3.104131270e+02 0.0% (5; 0) + 139: mip = 3.104131270e+02 >= tree is empty 0.0% (0; 9) INTEGER OPTIMAL SOLUTION FOUND Time used: 0.1 secs Memory used: 1.3 Mb (1410167 bytes) Andrew Makhorin _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk