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How to retrieve intermediate solutions of MIP problems without interrupt


From: Yuri
Subject: How to retrieve intermediate solutions of MIP problems without interrupting the solver?
Date: Sun, 9 Aug 2020 11:04:58 -0700
User-agent: Mozilla/5.0 (X11; FreeBSD amd64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0

For my problem Glpk quickly finds some solution and then goes on to find better solutions and this takes a lot of time.


I'm interested in all solutions, beginning from the first integer solution in finds.

I couldn't find a callback that is called when a better solution becomes known.


For example, in this run it called glp_intopt which progressively found 3 solutions, each better than the previous one:

Long-step dual simplex will be used
+   633: mip =     not found yet >=              -inf (1; 0)
+  1006: >>>>>   1.098691667e+01 >= 5.512339583e+00  49.8% (18; 0)
+  4134: >>>>>   1.098525000e+01 >= 6.681520833e+00  39.2% (31; 22)
+  7210: >>>>>   1.098458333e+01 >= 1.043275926e+01   5.0% (24; 87)
+  7654: mip =   1.098458333e+01 >=     tree is empty   0.0% (0; 195)
INTEGER OPTIMAL SOLUTION FOUND

I am looking for access to all of  them as they become available.


Yuri





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