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


From: Andrew Makhorin
Subject: Re: [Bug-glpk] GLPSOL outputs MIP solution that is not LP optimal for fixed integers
Date: Sun, 18 Oct 2009 00:08:16 +0400

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.

See the patched version of glpios10.c attached. It will be included in
the next version of the package.

Could you please check the modifications once again? Thanks.


Andrew Makhorin

PS: Looks like I tested the old version only on pure 0-1 mip's, so
    heuristically found solutions were correct. Nevertheless, in case
    when continuous variables are present the old version produces
    correct integer feasible solutions, however, the objective value
    computed for a solution reported is worse than it must be, though
    also correct.

Attachment: glpios10.c.gz
Description: GNU Zip compressed data


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