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Fwd: RE: [Help-glpk] optimality tolerance
From: |
Ciyou Zhu |
Subject: |
Fwd: RE: [Help-glpk] optimality tolerance |
Date: |
Fri, 20 Feb 2004 10:52:00 -0500 |
*************Message Forwarded*************
>To: Michael Hennebry <address@hidden>, Brady Hunsaker <address@hidden>
>From: Ciyou Zhu <address@hidden>
>Date: Fri, 20 Feb 2004 09:48:37 -0500
>>
>
>I did it for GLPK-3.2.3. (To input LPX_K_TOLOBJ, LPX_K_TOLPIV and
>LPX_K_TMLIM as environmental variables.) You need to edit glpsol.c for that
>purpose. You need also to edit glplpx3.c if you want a TOLOBJ > 0.001. See
>attached files.
>
>I have been using GLPK to solve IP problems upto 300,000 variables/1000
>constraints derived from crew pairing optimization.
>
>Ciyou Zhu
>
>-----Original Message-----
>From: address@hidden
>[mailto:address@hidden On Behalf Of Michael
>Hennebry
>Sent: Thursday, February 19, 2004 9:58 PM
>To: Brady Hunsaker
>Cc: address@hidden
>Subject: Re: [Help-glpk] optimality tolerance
>
>On 19 Feb 2004, Brady Hunsaker wrote:
>
>> On Mon, 2004-02-09 at 10:49, Duilio Foschi wrote:
>> > is there a way to set the optimality tolerance of a fairly large MIP
>> > problem in GLPK ?
>> >
>>
>> I do not believe there is currently a way to do this. This should be
>> easier with the Integer Optimization Suite that is being developed,
>> but for the time being, large MIPs are probably not appropriate for GLPK.
>
>There is a parameter for it, but to do what you want you will probably have
>to edit the glpk source.
>It appears to be intended to deal with the vagaries of approximate
>arithmetic.
>Accordingly a value larger than .001 is flagged as an error.
>
>--
>Mike address@hidden
>"Two roads divurged in a woods, and I took the road less travelled by...
>and they CANCELLED MY FRIKKIN' SHOW. I totally shoulda took that road
>with all those people on it. Damn." -- Joss
>Whedon
>
>
>
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>
>
Attachment: glpsol.cAttachment: glplpx3.c>
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>
>
>
>
>
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