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

[Chris Matrakidis]

Andrew,

>> Another thing that I noticed (but is probably normal behaviour) is
>> that --proxy takes some time to find a solution when compiled with
>> optimisations and x87 floating point, where using only --bestp a first
>> solution is found quickly with both sse and x87 floating point.
>
> To find a first integer feasible solution it is better to use --bestp
> rather than --bestb (the latter is default option). The best projection
> heuristic (--bestp) selects a subproblem whose solution to lp relaxation
> is close to an integral point while the best bound heuristic (--bestb)
> attempts to minimize the size of the search tree.

What I was trying to say is that the first stage of proximity search
(as implemented) is using the solver with best projection search to
find an initial solution, so I was (naively) expecting similar
performance when using --bestp on the command line. However the
proximity search one takes an order of magnitude more iterations for
the first solution. I understand that the search is probably just
taking a different path, but maybe it offers a hint.

Best Regards

Chris Matrakidis