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Re: How to retrieve intermediate solutions of MIP problems without inter


From: Domingo Alvarez Duarte
Subject: Re: How to retrieve intermediate solutions of MIP problems without interrupting the solver?
Date: Mon, 10 Aug 2020 11:31:00 +0200
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0

Hello Yuri !

Looking through the code I can see that the function src/draft/glpios03.c::record_solution would be a good candidate to hook a callback to do what you'll want, probably we'll also want a way to signal to stop searching for more solutions based on the return value of the callback.

Cheers !

On 9/8/20 20:04, Yuri wrote:
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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