MIPLIB 2003 http://miplib.zib.de/
I compiled the glpk 4.31 with Microsoft Visual Studio 2005. Glpk can solve manna81.mps of MIPLIB 2003 with -mipgap 1.0 in about 37 seconds. -mipgap 0.05 ended with tree is empty after about 129138 seconds. The two examples make me wonder how an appropriate mipgap can be selected. In the first example, --mipgap 1.0 works. In the second exmple, --mipgap 0.05 could not converge to the psoted solution. Will you please provide guidelines for selecting mipgap. Thanks. manna81.mps MIPLIB 2003 http://miplib.zib.de/ INT OBJ = -13164 LP OBJ=-13297 6480 Rows, 3321 Columns, 12960 Non-zeros 3303 Integers 18 Binaries --mipgap 1.0 + 5184: mip = -1.316400000e+004 >= -1.329700000e+004 1.0% (285; 0) Time used: 36.6 secs However glpk with -mipgap 0.1 could not converge to the solution posted by MIPLIB 2003. vpm2.mps MIPLIB 2003 http://miplib.zib.de/ INT OBJ = 13.75 LP OBJ=9.8892646 234 Rows, 378 Columns, 1085 Nonzeros 168 Binaries, 210 Continuos variables --mipgap 1.0 + 2369: mip = 1.700000000e+001 >= 1.070274874e+001 37.0% (502; 45) Time used: 0.7 secs --mipgap 0.5 + 2369: mip = 1.700000000e+001 >= 1.070274874e+001 37.0% (502; 45) Time used: 0.7 secs --mipgap 0.3 + 29961: mip = 1.525000000e+001 >= 1.156433411e+001 24.2% (6352; 680) Time used: 10.2 secs --mipgap 0.2 + 33900: mip = 1.450000000e+001 >= 1.161038594e+001 19.9% (6720; 1581) Time used: 9.5 secs --mipgap 0.1 +1462797: mip = 1.375000000e+001 >= 1.282598934e+001 6.7% (257981; 57219) Time used: 2630.4 secs --mipgap 0.05 +1462797: >>>>> 1.375000000e+001 >= 1.282598934e+001 6.7% (257981; 57219) +6072379: mip = 1.375000000e+001 >= 1.373563363e+001 0.1% (2431; +6074797: mip = 1.375000000e+001 >= tree is empty 0.0% (0; 1940503) Time used: 129138.0 secs
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