MIPLIB 2003 _http://miplib.zib.de/_
I compiled the glpk 4.31 with Microsoft Visual Studio 2005.
Glpk can solve manna81.mps of MIPLIB 2003 with –mipgap 1.0 in about 37
seconds. –mipgap 0.05 ended with tree is empty after about 129138 seconds.
The two examples make me wonder how an appropriate mipgap can be
selected. In the first example, --mipgap 1.0 works. In the second
exmple, --mipgap 0.05 could not converge to the psoted solution.
Will you please provide guidelines for selecting mipgap. Thanks.
manna81.mps
MIPLIB 2003
http://miplib.zib.de/
INT OBJ = -13164 LP OBJ=-13297
6480 Rows, 3321 Columns, 12960 Non-zeros
3303 Integers 18 Binaries
--mipgap 1.0
+ 5184: mip = -1.316400000e+004 >= -1.329700000e+004 1.0% (285; 0)
Time used: 36.6 secs
However glpk with –mipgap 0.1 could not converge to the solution
posted by MIPLIB 2003.
vpm2.mps
MIPLIB 2003
http://miplib.zib.de/
INT OBJ = 13.75 LP OBJ=9.8892646
234 Rows, 378 Columns, 1085 Nonzeros
168 Binaries, 210 Continuos variables
--mipgap 1.0
+ 2369: mip = 1.700000000e+001 >= 1.070274874e+001 37.0% (502; 45)
Time used: 0.7 secs
--mipgap 0.5
+ 2369: mip = 1.700000000e+001 >= 1.070274874e+001 37.0% (502; 45)
Time used: 0.7 secs
--mipgap 0.3
+ 29961: mip = 1.525000000e+001 >= 1.156433411e+001 24.2% (6352; 680)
Time used: 10.2 secs
--mipgap 0.2
+ 33900: mip = 1.450000000e+001 >= 1.161038594e+001 19.9% (6720; 1581)
Time used: 9.5 secs
--mipgap 0.1
+1462797: mip = 1.375000000e+001 >= 1.282598934e+001 6.7% (257981; 57219)
Time used: 2630.4 secs
--mipgap 0.05
+1462797: >>>>> 1.375000000e+001 >= 1.282598934e+001 6.7% (257981; 57219)
+6072379: mip = 1.375000000e+001 >= 1.373563363e+001 0.1% (2431;
+6074797: mip = 1.375000000e+001 >= tree is empty 0.0% (0; 1940503)
Time used: 129138.0 secs
------------------------------------------------------------------------
_______________________________________________
Help-glpk mailing list
address@hidden
http://lists.gnu.org/mailman/listinfo/help-glpk