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Re: [Help-glpk] FOR HELP! - Speicifying initial solution


From: xypron
Subject: Re: [Help-glpk] FOR HELP! - Speicifying initial solution
Date: Mon, 1 Dec 2008 23:05:32 -0800 (PST)

Hello Andrew,

>> Yes. Ampl allows specifying an initial estimation of variables in the
>> same way as computable values for parameters, e.g.
>> For mip models there might be additional attributes of variables and
>>constraints, for example, branching priority, etc.

I have looked at other languages:

GAMS
Each variable has 4 attributes:
.lo = lower bound
.l = level or primal value
.up = upper bound
.m = marginal or dual value

which can be set like this:
x.lo(i,j) = 10.0 ;

.l is used as a guess for the optimum of the constrained problem, the
initial value is 0.0 unless zero is not within the bounds, else it takes the
value of the bound closesest to zero.

ILOG
A general switch exists for branching, which decides on the branching
direction
brdir (-1 branch down first, 0 automatic branching, 1 branch up first)
A switch allows using of priorities:
mipordind (false: do not use priorities, true: use priorities)

The following properties of variables can only be accessed using ILOG
script.
LB, lower bound
UB, upper bound
direction, branching direction
priority, priority level for branching
reducedCost, read only, available after solution for output

If you implement any of these it would be useful to be able to specify the
variables using parameters read via the table statement.

I guess a notation in the form
let variable_name.attribute_name = value;
and
printf "%d\n", variable_name.attribute;
would be appropriate.

Best regards

Xypron
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