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[Help-glpk] performance issue


From: Joshua Friedman
Subject: [Help-glpk] performance issue
Date: Wed, 7 Sep 2016 09:44:20 -0400

I am working on a bit integer program and my data has 45000 variables (see below). I am basically  just looking for a feasible solution, my objective is constant.

My question: it took 10 minutes to run using the glpk solver. I converted to a CBC form and it solved it in 1 minute, and using Gurobi it took about 1 second (but it used all 8 threads).  Am I doing something wrong with glpk for bit integer programs?  Is there an option that is more efficient?

Model has been successfully generated
GLPK Integer Optimizer, v4.60
68514 rows, 45040 columns, 372605 non-zeros
45040 integer variables, all of which are binary
Preprocessing...
9020 hidden covering inequaliti(es) were detected
1397 constraint coefficient(s) were reduced
15253 rows, 29410 columns, 161743 non-zeros
29410 integer variables, all of which are binary
Scaling...
 A: min|aij| =  1.000e+00  max|aij| =  1.000e+01  ratio =  1.000e+01
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part is 15253
Solving LP relaxation...
GLPK Simplex Optimizer, v4.60
15253 rows, 29410 columns, 161743 non-zeros
      0: obj =   0.000000000e+00 inf =   6.040e+02 (247)
    500: obj =   0.000000000e+00 inf =   3.980e+02 (115) 1
    837: obj =   0.000000000e+00 inf =   0.000e+00 (0) 1
OPTIMAL LP SOLUTION FOUND
Integer optimization begins...
+   837: mip =     not found yet >=              -inf        (1; 0)
+  1389: mip =     not found yet >=   0.000000000e+00        (30; 0)
+  2309: mip =     not found yet >=   0.000000000e+00        (50; 7)
+  2835: mip =     not found yet >=   0.000000000e+00        (77; 14)
+  3106: mip =     not found yet >=   0.000000000e+00        (113; 14)


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