Re: [Help-glpk] [Fwd: glp_intopt conversion of solutions via callback]

[Heinrich Schuchardt]

Hello Sascha,

your mail had to be forwarded manually because you are not subscribed to
the GLPK help list, cf.
https://lists.gnu.org/mailman/listinfo/help-glpk

Looking at the code in src/glpkapi09.c and glpapi13.c the documentation
is wrong.

The problem accessible in the MIP callback is the presolved and scaled
problem. So if you have a heuristic solution expressed in your original
variables you should switch off presolving and scaling.

When presolving and scaling is switched off you could use
glp_create_index and glp_find_col
to identify the column numbers to be used when specifying the solution.

Best regards

Heinrich Schuchardt

On 01/12/2016 01:12 PM, Andrew Makhorin wrote:
> -------- Forwarded Message --------
> From: Sascha Brügmann <address@hidden>
> To: address@hidden
> Subject: glp_intopt conversion of solutions via callback
> Date: Mon, 11 Jan 2016 22:05:35 +0100
> 
> Hi,
> I use GLPKs glp_intopt. As I always have an (mostly non-optimal)
> feasible solution to all of my problem-LPs I need a way to inject these
> initial solutions. I've tried the callback-way like described
> here https://lists.gnu.org/archive/html/help-glpk/2012-02/msg00031.html.
> 
> 
> Question 1: Documentation for GLPK 4.57 chapter "5.2.7 glp_ios_heur_sol"
> talks about 'original problem' such that one can think
> that glp_ios_heur_sol accepts a solution for the non-preprocessed-mip
> which is then converted to preprocessed-mip automatically. This
> contrasts to what has been written on the upper link i've posted. Who is
> right?
> 
> 
> Question 2: If glp_ios_heur_sol requires the provided solution in
> presolved-mip-format, how can I convert a solution from
> non-presolved-mip-format (the original LP-problem)
> to presolved-mip-format?
> 
> 
> Thanks
> 
> 
> 
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