> I have written a problem with a lot of binary variables (see the > attached lp matrix). I am working with glpk410 calling the routines > by VB for Excel as follows:
> lp = glpk_read_cpxlp(Trim(DireccionOPT probname)) > Call glpk_set_real_parm(lp, 313, 20000) > 'Optimizar problema LP > status = glpk_integer(lp) > status = glpk_mip_status(lp) > ' > 'Obtener estado solución problema LP > status = glpk_intopt(lp) > If status <> 200 Then > MsgBox "No existe solución" > End If > > 'Obtener solución de un rango de variables > cur_numcols = > glpk_get_num_cols(lp) > When I execute the above code I have not been able to see the > solution for the attached matrix, I mean GLPK does not end. I know > that there are some parameters that I have to tune in order to find a > solution of this kind of problem, could you help to set the right > parameters that I might use in order to find a quickly solution to the > attached matrix please? Using options --mir and --bestp I could solve your instance with glpsol 4.28 to optimality for about 20 minutes on my pc: glp_read_lp: reading problem data from `ProblemaProyecto_CP.lp'... glp_read_lp: 205 rows, 1000 columns, 2000 non-zeros glp_read_lp: 1000 integer columns, all of which are binary glp_read_lp: 1560 lines were read ipp_basic_tech: 0 row(s) and 0 column(s) removed ipp_reduce_bnds: 1 pass(es) made, 0 bound(s) reduced ipp_basic_tech: 0 row(s) and 0 column(s) removed ipp_reduce_coef: 1 pass(es) made, 0 coefficient(s) reduced lpx_intopt: presolved MIP has 205 rows, 1000 columns, 2000 non-zeros lpx_intopt: 1000 integer columns, all of which are binary lpx_adv_basis: size of triangular part = 205 Solving LP relaxation... * 0: objval = 0.000000000e+00 infeas = 0.000000000e+00 (0) * 200: objval = 2.752104823e+02 infeas = 3.774758284e-15 (0) * 400: objval = 3.089689084e+02 infeas = 5.784345645e-15 (0) * 473: objval = 3.107554039e+02 infeas = 2.321403252e-16 (0) OPTIMAL SOLUTION FOUND Generating cutting planes... & 473: obj = 3.107554039e+02 frac = 8 cuts = 0 (0) & 473: obj = 3.107554039e+02 frac = 8 cuts = 0 (0) Integer optimization begins... + 473: mip = not found yet <= +inf (1; 0) MIR cuts enabled + 825: mip = not found yet <= 3.107504751e+02 (342; 0) + 1242: mip = not found yet <= 3.107504751e+02 (696; 0) + 1268: >>>>> 3.057711647e+02 <= 3.107504751e+02 1.6% (716; 0) + 1801: mip = 3.057711647e+02 <= 3.107504751e+02 1.6% (1076; 1) + 2212: >>>>> 3.067672398e+02 <= 3.107504751e+02 1.3% (1409; 1) + 2582: mip = 3.067672398e+02 <= 3.107504751e+02 1.3% (1542; 168) + 2641: >>>>> 3.091187582e+02 <= 3.107504751e+02 0.5% (1578; 168) + 3278: mip = 3.091187582e+02 <= 3.107504751e+02 0.5% (1820; 335) + 3810: mip = 3.091187582e+02 <= 3.107504751e+02 0.5% (2051; 337) + 3848: >>>>> 3.096069213e+02 <= 3.107504751e+02 0.4% (2079; 337) + 4571: mip = 3.096069213e+02 <= 3.107504751e+02 0.4% (2107; 847) + 5224: mip = 3.096069213e+02 <= 3.107504751e+02 0.4% (2290; 853) + 5796: mip = 3.096069213e+02 <= 3.107504751e+02 0.4% (2451; 856) + 6191: mip = 3.096069213e+02 <= 3.107504751e+02 0.4% (2514; 857) + 6201: >>>>> 3.097143841e+02 <= 3.107504751e+02 0.3% (2522; 857) . . . . . . . + 71288: >>>>> 3.105658536e+02 <= 3.106467919e+02 < 0.1% (83; 22464) + 71562: mip = 3.105658536e+02 <= 3.106467919e+02 < 0.1% (47; 22595) + 71825: mip = 3.105658536e+02 <= 3.106467919e+02 < 0.1% (25; 22658) + 72197: mip = 3.105658536e+02 <= 3.106467919e+02 < 0.1% (20; 22723) + 72315: >>>>> 3.105671007e+02 <= 3.106467919e+02 < 0.1% (17; 22739) + 72644: mip = 3.105671007e+02 <= 3.106467919e+02 < 0.1% (24; 22782) + 72805: mip = 3.105671007e+02 <= 3.106467919e+02 < 0.1% (17; 22833) + 72989: mip = 3.105671007e+02 <= tree is empty 0.0% (0; 22911) INTEGER OPTIMAL SOLUTION FOUND Time used: 1132.5 secs Memory used: 28.5 Mb (29878045 bytes) _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
