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Re: [Help-glpk] Sizing the problem...


From: Michael Bramley
Subject: Re: [Help-glpk] Sizing the problem...
Date: Sun, 3 Feb 2013 14:11:27 -0500

Thanks for the response, but I don’t think this applies as other solvers find a solution.  You are right that supply / demand are [0,1].

Maybe the problem is just tooooooo large?

 

Any ideas?

 

Michael Bramley

tel: +1 513 632 0549

www.dunnhumby.com

 

From: Meketon, Marc [mailto:address@hidden
Sent: Sunday, February 03, 2013 1:54 PM
To: Michael Bramley; Jeffrey Kantor
Cc: address@hidden
Subject: RE: [Help-glpk] Sizing the problem...

 

I’ve never tried the “satisfiability” feature of GLPK, but this might work here.

 

If Supply/Demand where “1”s, then I’m pretty sure this could be solved in GLPK (see the cnfsat.pdf documentation that comes with GLPK).  If Supply/demand were greater than 1, I’m not so sure – perhaps someone who understands satisfiability problems better than me (that would be almost anyone) could comment.

 

From: address@hidden [mailto:address@hidden] On Behalf Of Michael Bramley
Sent: Sunday, February 03, 2013 11:51 AM
To: Jeffrey Kantor
Cc: address@hidden
Subject: Re: [Help-glpk] Sizing the problem...

 

Hello:

 

We have one example that runs without end.

The model is listed below, and the data file contains 2,500 rows (or 4,779,594 bytes) of data. This defines the 834 source and destination params, followed by the 834x834 matrix of values for param dp.  The data are so large that I did not attach them.

 

When glpk is executed against these files, we get the following preamble (I included it so you have it). We always seem to have the warnings so ignored them (perhaps at our peril). I trust this is sufficient to help.

 

GLPSOL: GLPK LP/MIP Solver, v4.48

Parameter(s) specified in the command line:

-m MP_layout.mod -d MP_layout.dat -o MP_layout_results.txt

Reading model section from MP_layout.mod...

MP_layout.mod:19: warning: final NL missing before end of file

MP_layout.mod:19: warning: unexpected end of file; missing end statement inserted

19 lines were read

Reading data section from MP_layout.dat...

MP_layout.dat:2508: warning: final NL missing before end of file

MP_layout.dat:2508: warning: unexpected end of file; missing end statement inserted

2508 lines were read

Generating total_dp...

Generating Supply...

Generating Demand...

Generating morepair...

Model has been successfully generated

GLPK Integer Optimizer, v4.48

697225 rows, 695556 columns, 3455308 non-zeros

695556 integer variables, all of which are binary

Preprocessing...

696390 rows, 694722 columns, 2778888 non-zeros

694722 integer variables, all of which are binary

Scaling...

A: min|aij| =  1.000e+00  max|aij| =  1.000e+00  ratio =  1.000e+00

Problem data seem to be well scaled

Constructing initial basis...

Size of triangular part = 696389

Solving LP relaxation...

GLPK Simplex Optimizer, v4.48

696390 rows, 694722 columns, 2778888 non-zeros

      0: obj =  -1.951460560e+04  infeas =  5.817e+03 (1)

 

Are we asking too much of glpk (sounds horrible to say)?

MB

 

set ORIG;   # origins

set DEST;   # destinations

 

param supply {ORIG};   # amounts available at origins

param demand {DEST};   # amounts required at destinations

 

param dp {ORIG,DEST};   # shipment costs per unit

var Trans {ORIG,DEST} binary;    # units to be shipped

 

maximize total_dp:

   sum {i in ORIG, j in DEST} dp[i,j] * Trans[i,j];

 

subject to Supply {i in ORIG}:

   sum {j in DEST} Trans[i,j] =supply[i];

 

subject to Demand {j in DEST}:

   sum {i in ORIG} Trans[i,j] = demand[j];

 

subject to morepair {i in ORIG, j in DEST}: (Trans[i,j]+Trans[j,i]) <= 1;

 

 

 

Michael Bramley

tel: +1 513 632 0549

www.dunnhumby.com

 

From: Jeffrey Kantor [mailto:address@hidden]
Sent: Sunday, February 03, 2013 11:04 AM
To: Michael Bramley
Cc: address@hidden
Subject: Re: [Help-glpk] Sizing the problem...

 

Hi Michael,

 

No invective here!

 

Could you say a bit more about the problems that are not finding a solution?  For example, the type of problem you're trying to solve, and some metrics regarding problem size, the number of integer and binary variables?  

 

Jeff

 

 

 

On Sun, Feb 3, 2013 at 10:48 AM, Michael Bramley <address@hidden> wrote:

Hello:

 

We are using Linux glpk v4.48.

 

This may be a school boy question, but I’ll ask and beg indulgence from those on the list.

 

We have a number of LP/MIP problems that range in size.  Most are quite manageable in glpk (yeah!!), while a small subset of others test the limits of glpk to either find a solution or run for days without a solution.  Indeed, the annoying bit is that some problems just seem to run for days and days, while CPLEX seems to find an answer in minutes.

 

Is there a way to determine this limit in advance, i.e. can we look at the problem and say that generates X conditions (or something else) and thus is not suited for glpk in its current state?

 

Is there a way that we could build this into glpk as a pre-processing option?

 

Looking for any ideas/help, and may even respond to invective. :)

MB

 

 

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