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Re: [Help-glpk] Use a optimal solution of another method to speed up the
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From: |
Niklas Björnestål |
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Subject: |
Re: [Help-glpk] Use a optimal solution of another method to speed up the optimiza tion of MILP problem |
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Date: |
Wed, 16 Oct 2002 08:15:22 +0200 (MEST) |
On Tue, 15 Oct 2002, Dai, Jianrong wrote:
> Hi, everyone,
>
> I need to solve a MILP problem with hundreds of binary variables. Because
> GLPK runs too slow (already 4 days, still running), I'm thinking about using
> a optimal solution of an heuristic method to speed up the optimization
> process. I'm wondering whether it is possible to do so. If the answer is
> yes, please show me how to do it. Thanks.
>
> Jianrong
>
It should be possible. One (not very good way) might be to use the
"objective value" from the heuristic method and modify the source of the
branch and bound solver so that it is possible to specify a "cut" cost
(eg. set the variable bb->best (?) to the objective value from the
heuristic method. This should make the bb solver to skip all branches
that is more "expansive" than the heuristic solution.
/Niklas