Re: [Help-glpk] performance issue

[Joshua Friedman]

I tried the --fpump option, and it still ran slow.  By the way, I am writing in mathprog, converting to LP format, and then solving in Gurobi. Is there an easier way? I guess I can write some python scripts to get the variables into a post solver program, but I would think there is a simpler solution?

On Wed, Sep 7, 2016 at 10:55 AM, Giorgio Sartor <address@hidden> wrote:

Have you tried option --fpump?

The heuristic part of GLPK (the one able to find feasible solutions quickly) is not as strong as the MIP engine. We are working on that. ;-)

- G. S. -

On 7 Sep 2016, at 9:44 PM, Joshua Friedman <address@hidden> wrote:

I am working on a bit integer program and my data has 45000 variables (see below). I am basically  just looking for a feasible solution, my objective is constant.

My question: it took 10 minutes to run using the glpk solver. I converted to a CBC form and it solved it in 1 minute, and using Gurobi it took about 1 second (but it used all 8 threads).  Am I doing something wrong with glpk for bit integer programs?  Is there an option that is more efficient?

Model has been successfully generated
GLPK Integer Optimizer, v4.60
68514 rows, 45040 columns, 372605 non-zeros
45040 integer variables, all of which are binary
Preprocessing...
9020 hidden covering inequaliti(es) were detected
1397 constraint coefficient(s) were reduced
15253 rows, 29410 columns, 161743 non-zeros
29410 integer variables, all of which are binary
Scaling...
 A: min|aij| =  1.000e+00  max|aij| =  1.000e+01  ratio =  1.000e+01
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part is 15253
Solving LP relaxation...
GLPK Simplex Optimizer, v4.60
15253 rows, 29410 columns, 161743 non-zeros
      0: obj =   0.000000000e+00 inf =   6.040e+02 (247)
    500: obj =   0.000000000e+00 inf =   3.980e+02 (115) 1
    837: obj =   0.000000000e+00 inf =   0.000e+00 (0) 1
OPTIMAL LP SOLUTION FOUND
Integer optimization begins...
+   837: mip =     not found yet >=              -inf        (1; 0)
+  1389: mip =     not found yet >=   0.000000000e+00        (30; 0)
+  2309: mip =     not found yet >=   0.000000000e+00        (50; 7)
+  2835: mip =     not found yet >=   0.000000000e+00        (77; 14)
+  3106: mip =     not found yet >=   0.000000000e+00        (113; 14)

--

Joshua Friedman PhD

address@hidden
http://www.math.sunysb.edu/~joshua

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--

Joshua Friedman PhD
address@hidden
http://www.math.sunysb.edu/~joshua