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[Bug-glpk] mip gap > 0 causes return code time limit exceeded

From: Stefan Vigerske
Subject: [Bug-glpk] mip gap > 0 causes return code time limit exceeded
Date: Wed, 7 Nov 2007 00:03:22 +0300


thank you for adding the parameter for the mip gap tolerance. I just 
tried it and it make the search stop faster with a already very good 
solution. :-)
However, as return code from lpx_intopt I get LPX_E_TMLIM (time limit 
exceeded), which I do not really understand. It is probably caused by 
the "ret = GLP_ETMLIM;" in glpios03.c line 1346.

Wouldn't it be better to return LPX_E_OK, since the user requested to 
stop with this relative tolerance, so this is no error.
And probably lpx_mip_status should report only LPX_I_FEAS if the 
tolerance is greater 0 (I haven't checked what comes out there now).

Btw, is there a function to get the bound from the lp relaxation after a 
solve with the advanced B&B algorithm and MIPGAP>0 ?


Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics

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