Re: [Help-glpk] A suggestion concerning a new option

[Andrew Makhorin]

> I'm working with the code in these days to add a new option, that I
> tentatively called "outlp": it allows the user to write the solution
> of the LP relaxation to file, before entering the MIP solver.
> It is a feature I would really like to see implemented: I mostly
> work with hard instances (unfortunately), and so sometimes when I see
> that the solver is not giving me an answer in a reasonable amount of
> time it is useful to at least work on the non-integer optimal solution.
> The only way I know to do that now is use the --nomip option, save
> the solution to file and then solve everything back again without
> --nomip, which almost doubles the time spent.

> The way I thought of it, I edited the routine glp_main, added a new
> member, "const char out_lp" to the csa struct and then triggered the
> lpx_print_sol in two different regions: for the no presolve case, in
> the problem solution region (the one which now starts at line 1032),
> after the glp_simplex call of glp_main (file glpapi20.c) and, for the
> presolve case, before the resolution of the transformed mip in the
> preprocess_and_solve_mip routine (around line 390), file glpapi09.c.
> However, everything is not smooth yet, so before I waste any more
> time, do you think there is a cleverer way to do it? Or a workaround
> that doesn't involve cutting the code?

I could suggest the following. At first you solve lp relaxation and
save the optimal basic solution found in a file using --nomip and -w
options; you also can write the solution in a printable format using
-o option. Then you run glpsol with options --nointopt and --ini, in
which case it starts from the optimal basis previously saved. This
would allow you not to solve lp relaxation twice.









> Thank you,
> Pietro

> PS: I noticed a couple of omittions in the manual, glpsol appendix:
> the --fpump, --nointopt and --mipgap options were missing and --cbg
> was repeated twice instead of --cgr. I attach the corrected .tex


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