[Help-glpk] Questions regarding Simplex during Integer Optimization

[Sebastian Heger]

Hey community,

 

I want to set overall simplex parameters for an integer (linear) optimization. I am little bit confused, that I “only” can use glp_simplex (where I can set parameters like pricing, meth, etc.) prior to the integer optimization. But then the MILP has no presolve option and I seems that the simplex with standard settings (as far as I can interpret the code/output) is applied during branch-and-cut. The documentation doesn’t tell me more details about that.

 

So, I thought to ask community for some explanation. Did it get the situation right and might there be future enhancements? I am not a native c developer, but after I inspected the code a little bit, it might be possible to pass a smcp optionally also to integer optimization or make parts of the parameters (at least meth, pricing) to be available through iocp. I could imagine an overall performance jump if dual simplex can be fully used during integer optimization for a variety of models.

 

Thanks for your support.

 

Sebastian Heger