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Re: [Help-glpk] Glpk Enhancement Request: Terminate on MIP gap tolerance
From: |
Stefan Vigerske |
Subject: |
Re: [Help-glpk] Glpk Enhancement Request: Terminate on MIP gap tolerance |
Date: |
Tue, 9 Oct 2007 22:25:52 +0400 |
Hi,
but how do I terminate at a gap tolerance if I use the advanced B&B
solver that does not support function callbacks (to my knowledge)?
You once replied this question
(http://lists.gnu.org/archive/html/help-glpk/2006-12/msg00038.html)
by proposing to add a few lines of code into the B&B main loop, but then
one have to recompile glpk everytime one wants to change the tolerance,
and one would need to modify GLPK for every new release.
So I agree with Michael Drew (and others) that having a parameter for
the relative mip gap would be a valuable feature. Setting TOLOBJ might
by a way to do this (?), but there is a warning in the documentation
that one shouldn't change it, and in the code you forbid to set it to a
value larger than 0.001.
However, often, esp. when a MIP is solved as a subproblem (e.g., in a
B&B or OA code for MINLPs), it is desirable to get quick some solution
for a MIP that do not need to be very close to the global minimum (e.g.,
because the problem that is solved is just an approximation), so having
a convenient way to run GLPK with a large mip gap tolerance (0.1, 0.5,
or even 1) would make much sense.
Another (maybe related) question:
Is there a way to obtain the best lower bound (in a minimization sense)
after GLPKs advanced B&B terminates?
Best,
Stefan
--
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan
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