Hello,
I have a binary integer program I'm solving with GLPK. I've noticed excessive
Branch&Bound time, so thought I would play with the tolerance for accepting an
integer solution. In CPLEX, I'd set the mipgap value appropriately. After
reading through the GLPK manual, I think the parameter that is equivalent is
the LPX_K_TOLOBJ. Am I correct? My C code looks something like this (with
lots of stuff left out):
bip = lpx_read_model(argv[INDEX_MODL], argv[INDEX_DATA], NULL);
lpx_set_real_parm(bip, LPX_TOLOBJ, 0.005); /* 0.5% mipgap */
If this is wrong please let me know. For most of my data sets, the solution to
the relaxation is integer, so this doesn't get exercised too much. But, I
think something is wrong because the tail from a run on one of my datasets
(that is currently still running) looks like this:
+293011: mip = 4.200000000e+02 >= 4.183237456e+02 0.4% (176; 789)
Time used: 38906.0 secs. Memory used: 257.4 Mb.
+293163: mip = 4.200000000e+02 >= 4.183237456e+02 0.4% (177; 789)
Time used: 38977.0 secs. Memory used: 257.5 Mb.
+293273: mip = 4.200000000e+02 >= 4.183237456e+02 0.4% (178; 789)
Time used: 39047.0 secs. Memory used: 257.5 Mb.
|293568: objval = 4.194444443e+02 infeas = 4.340972026e-14 (37417)
+293568: mip = 4.200000000e+02 >= 4.183237456e+02 0.4% (178; 790)
Time used: 39143.0 secs. Memory used: 257.5 Mb.
So, I was hoping that it would take the "420" solution and bail since the gap
is less than 0.5%. Please help me understand what I am missing. I can provide
more info if helpful.
Thanks,
Joey
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