[Help-glpk] [Fwd: Re: performance issue]

[Andrew Makhorin]

-------- Forwarded Message --------
From: Giorgio Sartor <address@hidden>
To: Joshua Friedman <address@hidden>
Cc: address@hidden
Subject: Re: [Help-glpk] performance issue
Date: Wed, 7 Sep 2016 22:55:36 +0800

Have you tried option --fpump?
The heuristic part of GLPK (the one able to find feasible solutions
quickly) is not as strong as the MIP engine. We are working on that. ;-)


- G. S. -

On 7 Sep 2016, at 9:44 PM, Joshua Friedman <address@hidden> wrote:


> 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)
> 
> 
> -- 
> Joshua Friedman PhD
> 
> address@hidden
> http://www.math.sunysb.edu/~joshua
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