Re: [Help-glpk] termination on mip gap tolerance

[Andrew Makhorin]

> COIN is patching GLPK as described in
> https://projects.coin-or.org/svn/BuildTools/ThirdParty/Glpk/releases/1.4.3/glpk.patch

> In glpios03.c and glpapi08.c the idea is that if the relative gap
> tolerance is reached it does not make sense to signal a timeout
> (GLP_ETMLIM).  Reaching the desired gap signals a valid (desired)
> solution. Reaching timeout typically signals an invalid solution.
> Hence I guess this change could be moved to the GLPK package.

> As lpx_simplex has been replaced by glp_simplex the change in
> glplpx01.c to correctly signal an invalid base seems reasonable but
> not necessary.

I fixed the issue. Now if the relative mip gap tolerance has been
reached, glp_intopt terminates the search and returns GLP_EMIPGAP
(rather than GLP_ETMLIM). Though in 4.32 lpx_integer and lpx_intopt
are completely superseded by glp_intopt and becomes deprecated, it
was needed to add new equivalent return code LPX_E_MIPGAP.