> I'm a new user of your nice library. We are trying to implement an > algorithm for track fitting and pattern recognition for an HEP > experiment at CERN based on MIP and LP techniques as described in the note: > http://cms.cern.ch/iCMS/jsp/openfile.jsp?type=NOTE&year=2007&files=NOTE2007_007.pdf
> The first prototype is working nicely but we are experiencing some > performance problems: the speed of the algorithm is not yet competitive. > Since I'm not an expert in linear programming I need some help to > understand if some of the options of the GLPK APIs can help. You may try to enable cutting planes; sometimes this helps. Could you post me (not to the list) an example of your mip instance in mps or cplex lp format? Then I could say something more definite. > In particular what are the pros and cons of calling glp_intopt after > having performed the LP relaxation with the glp_simplex instead of > calling the built-in presolver? > Any reference would be appreciated. Obtaining optimal solution to lp relaxation with glp_simplex is just a feature that allows avoiding this step in glp_intopt (sometimes it may take a long time). As a rule there is no reason to disable mip presolver, in which case solving lp relaxation is not needed. Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
