Re: [Help-glpk] Help with callbacks for branch/cut optimisation

[Martijn van Oosterhout]

On 5 February 2013 19:29, Michael Hennebry
<address@hidden> wrote:
>> Except when I tried it didn't work, because the reason GLP_IROWGEN is
>> called with the solution to the LP relaxation, at which point you have
>> non-integer variables and determining problematic loops isn't
>> possible. By the time reason GLP_IBINGO is called it's too late to
>> prevent the integer solution being returned, because you can't add
>> constraints at that point.
>
> If you really need integers to do your constraint generation,
> add the test to your GLP_IROWGEN routine.
> If you do not have integers, do not add any cuts.

Ok, thanks for confirming that that will work.

> For the purposes of generating cycle-breaking constraints,
> you can probably "round" solution to integer:
> Anything >= 1-n**-2 rounds to one, everything else to 0.
> n is the size of the largest loop with which you might be concerned.
> Any loops found will cut off the current solution.
> There are better ways.

That might work. I'm afraid about adding too many constraints but
perhaps I shouldn't be. Using the cut planes is also an approach to
investigate.

Thanks for your help.
-- 
Martijn van Oosterhout <address@hidden> http://svana.org/kleptog/