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From: | Joey Rios |
Subject: | RE: [Help-glpk] Using branch and cut starting with relaxed solution |
Date: | Fri, 19 Dec 2008 08:39:50 -0800 |
Thanks for the reply Andrew, > > There exists so called crossover procedure that allows recovering > a basic solution corresponding to a given optimal solution. As a rule > it follows the interior point method to recover the basis. However, > this feature is not yet implemented in glpk. Do you have a handy citation for this procedure? I did a quick search and only found links to CPLEX documentation without any algorithmic details. > To start the search the mip solver needs an optimal *basic* solution > to lp relaxation. So even the solution you can provide is optimal, > it is useless for the mip solver until the corresponding basis is known. Yes, that is my main problem (at least as far as optimization goes). > Probably, as you said, you can call glp_simplex and then glp_intopt > and (then) see what happens. I do not think that solving lp relaxation > will take more time than integer optimization. > You are completely correct. Though, I'm finding the relaxed solution right now via a decomposition method (which is why I have no basis at the end) and I'm finding it up to 100X faster than glp_simplex would otherwise. Since this is the case, I'd love to use that as a starting point for branching. My problems are very big (up to several days to run using glp_simplex). I look forward to any further advice... It’s the same Hotmail®. If by “same” you mean up to 70% faster. Get your account now. |
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