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Re: [Help-glpk] Dynamically change Backtracking technique


From: Andrew Makhorin
Subject: Re: [Help-glpk] Dynamically change Backtracking technique
Date: Thu, 11 Dec 2008 21:17:27 +0300

> I would like to know if it is possible to dinamically change the
> control parameter which determines the backtracking technique.
> In particular, I would like to spent some time with glpk searching
> with "best local bound" optionĀ  (to improve dual bound) and afterwards
> change to "depth first search", to intensity the search for feasible
> solutions.

> Is it possible ? What is the best way of doing this ?

You need to pass your own callback routine to the mip solver
routine glp_intopt. Being called (for reason GLP_IHEUR, for example)
the callback routine may check optimal solution to the current LP
relaxation with routines glp_ios_get_prob and glp_get_obj_val, and
depending on that, change the parameter bt_tech in the same parameter
block (glp_iocp), which was passed to glp_intopt. For more details
please see the glpk reference manual, chapter "Branch-and-Cut API
Routines".

(It seems to me that using the depth first search first would be more
appropriate.)






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