Re: [Help-glpk] glpk 4.59.2 non-official test release

[Andrew Makhorin]

> This is essentially what --proxy does when searching for a first
> solution. However this doesn't work now, while in the previous version
> it was finding solutions. I added the line:
> #define glp_term_out(x) x
> at the beginning of proxy.c and found this:
> 
> [...]
> Applying PROXY heuristic...
> Proxy's time limit set to 60 seconds.
> Proxy's relative improvement set to 1.00 %.
> Searching for a feasible solution...
> GLPK Simplex Optimizer, v4.59
> 394 rows, 321 columns, 1213 non-zeros
> *     0: obj =  8.685404001e+004 inf =  0.000e+000 (0)
> OPTIMAL LP SOLUTION FOUND
> GLPK Integer Optimizer, v4.59
> 394 rows, 321 columns, 1213 non-zeros
> 154 integer variables, all of which are binary
> Integer optimization begins...
> +     0: mip =     not found yet >=              -inf        (1; 0)
> Warning: numerical instability (dual simplex, phase II)
>  242500: obj =  2.414880323e+009 inf =  7.186e+007 (25)
>  243000: obj =  2.414880323e+009 inf =  7.186e+007 (25)
>  243500: obj =  2.414880323e+009 inf =  7.186e+007 (25)
>  244000: obj =  2.414880323e+009 inf =  7.186e+007 (25)
> [...]
> 
> This was with just "glpsol --proxy water.mps" and is essentially the
> same failure as the one I reported earlier:

I see. Which glpsol options are you using? I'm unable to reproduce this
effect with just --proxy:

[...]
Applying PROXY heuristic...
Proxy's time limit set to 60 seconds.
Proxy's relative improvement set to 1.00 %.
Searching for a feasible solution...
>>>>> first solution = 3.856720e+05;
Time used: 1.2 secs.  Memory used: 1.1 Mb
Starting proximity search...
>>>>> it:   1:   mip = 3.807289e+05;   elapsed time 1.6 sec.s
>>>>> it:   2:   mip = 3.741220e+05;   elapsed time 1.6 sec.s
>>>>> it:   3:   mip = 3.688283e+05;   elapsed time 2.2 sec.s
>>>>> it:   4:   mip = 3.621303e+05;   elapsed time 2.2 sec.s
>>>>> it:   5:   mip = 3.470957e+05;   elapsed time 3.0 sec.s
>>>>> it:   6:   mip = 3.407846e+05;   elapsed time 52.9 sec.s
Time limit exceeded. Proxy heuristic terminated.
Time used: 60.0.  Memory used: 6.5 Mb
Solution found by heuristic: 340784.606769
+   219: mip =   3.407846068e+05 >=   8.702364067e+04  74.5% (2; 0)
[...]