Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fixed integers

[Andrew Makhorin]

Hi Xypron,

> please, find appended a patch that resolves the following issues:
> * The feasibility pump sets a heuristic solution where the 
>   non integers are not set to optimal values with respect to
>   the original objective function.
> * When the feasibility pump reaches a new integral solution, a
>   constraint is added to increment the objective by 10 %
>   which may be more than the gap to the LP solution.

Thank you for the patch. I need some time to check the code, and then
I will include it in the heuristic module.

Best,

Andrew Makhorin