Hi, I have an issue with the "mipgap" parameter in GLPK. I have a mixed integer linear programming problem with (only) binary integer variables. And I am using GLPK in MATLAB/Octave. As I understood from the the help, setting the parameter "mipgap" to some value, e.g., 0.1, should terminate the search "if the relative mip gap for currently known best integer feasible solution falls below this tolerance". I need the solver to return a feasible solution when the gap is below a certain value. However, in my example when the search is terminated, although the output messages show some value for the objective value, the solver returns "zero" for the objective value and all variables, and the Status is 114 (which I did not find in the help). Any idea what is the problem?
Here is the output messages of GLPK (for mipgap=0.1): ---------------------------------------------------- GLPK Integer Optimizer, v4.42 2502 rows, 629 columns, 11129 non-zeros 625 integer variables, all of which are binary Preprocessing... 1728 constraint coefficient(s) were reduced 2073 rows, 629 columns, 9695 non-zeros 625 integer variables, all of which are binary Scaling... A: min|aij| = 1.269e-003 max|aij| = 1.851e+000 ratio = 1.459e+003 GM: min|aij| = 1.887e-001 max|aij| = 5.300e+000 ratio = 2.810e+001 EQ: min|aij| = 3.766e-002 max|aij| = 1.000e+000 ratio = 2.655e+001 2N: min|aij| = 2.261e-002 max|aij| = 1.725e+000 ratio = 7.629e+001 Constructing initial basis... Size of triangular part = 2073 Solving LP relaxation... GLPK Simplex Optimizer, v4.42 2073 rows, 629 columns, 9695 non-zeros * 0: obj = 0.000000000e+000 infeas = 0.000e+000 (0) * 11: obj = -4.000000000e+000 infeas = 3.195e-035 (0) OPTIMAL SOLUTION FOUND Integer optimization begins... + 11: mip = not found yet >= -inf (1; 0) + 797: >>>>> -3.837866915e+000 >= -3.990637406e+000 4.0% (146; 121) + 797: mip = -3.837866915e+000 >= -3.990637406e+000 4.0% (134; 145) RELATIVE MIP GAP TOLERANCE REACHED; SEARCH TERMINATED --------------------------------------------------------- status = 114 Thanks, Serveh _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
