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Re: [Help-glpk] reincarnation of tspsol


From: Andrew Makhorin
Subject: Re: [Help-glpk] reincarnation of tspsol
Date: Tue, 20 Oct 2015 15:13:51 +0300

> Why would you forbid all primal heuristics, e.g. the feasibility pump, to be 
> used in conjunction with row generation?
> The result of the feasibility pump could be valid in which case the callback 
> would not add any lazy constraint.
> 

As I understand you suggest to apply primal heuristics only when all
rows have been generated, right? There is a technical point that only
rows violated within a tolerance for *current* LP relaxation can be
added, so applying a heuristic may result in a wrong solution. Another,
probably better way could be passing a solution found by a heuristic to
the callback to accept or reject it.





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