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Re: [Bug-glpk] FPUMP heuristic pass bug GLPK4.60


From: Andrew Makhorin
Subject: Re: [Bug-glpk] FPUMP heuristic pass bug GLPK4.60
Date: Wed, 06 Apr 2016 14:12:47 +0300

> OK. It is feature but it seems not a good feature.

> I tried to modify the npass (default 5) to npass <=10 and fpump finds
> a solution in npass 9 and it starts again from pass 1 to  pass 10. It
> takes a long time to finish the job.
> 

Well, all primal heuristic work in this way--usually it is reasonable to
spent some time to find a good initial solution rather than to spent a
lot of time to close a large integrality gap during the b&b search. The
only question is when to stop. May be to add a time limit like for PROXY
heuristic. On the other hand, if your instance is not hard, i.e. if the
b&b solver finds an initial solution quickly, using primal heuristic(s)
is not needed.





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