On Wed, 2010-12-01 at 17:50 +0000, Thomas Pfau wrote: > Hello, > > I got a Problem here while trying to implement an algorithm using a MIP. > I need to iteratively add constraints to a problem. I.e. in each > iteration an additional constraint is added and the problem is recomputed.
Does this mean that you add constraints with glp_add_rows and then call glp_intopt again and again? > I do not know if this causes my problem but glp_intopt solvers the > problem returning a Solution where one of the constraints is violated. > Printing out the solution also shows this (i.e. in the solution file > under KKT.PE there is a statement, that the solution is wrong). This may happen due to insufficient accuracy, as a rule, if your mip instance is badly scaled or ill-conditioned, for example, because of too "big M" used. > However, I know that there are still feasible correct solutions to the > problem. Would I need to reset the whole problem each time and construct > it again No, it is not needed. > (this would be kind of bad since I would have to keep track of > the additional constraints added in each iteration, which would > otherwise just be stored in the problem), and if not, how can I detect > if the result returned in fact is violating a constraint (since the only > place I find where this is mentioned is in the KKT.PE statement), and > how can I tell the algorithm to restart/keep searching for a correct > solution. You may try to decrease the integer tolerance. By default it is 1e-5. > > In addition: > Could someone please tell me how to use the glp_init_iocp() function? > When I tried something like this: > > glp_iocp* param; > glp_init_iocp(glp_iocp); > > It lead to a segfault in the program (the seqfault did not occur in the > glp_init_iocp() function but later on in my program, but I think I > tracked the misallocation to be happening somewhere in the > glp_init_iocp() function). You should allocate the glp_iocp structure in your program like follows: glp_iocp parm; glp_init_iocp(&parm); Please see examples in the glpk reference manual. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
