This may be slightly off-topic as it partly is a general optimization
question. Sorry about that. However, GLPK is mentioned later on.
I have a linear programming formulation to which I want to find
optimized variables that can take on only certain values (not always
integers). As far as I can tell, it should be possible to use
branch-and-bound for this problem as well. Can anyone confirm this and
is there a term for this?
As I want to solve the problem, I clearly need to define my own
branch-and-bound algorithm, both in terms of bounds and branching
strategies.
Would GLPK be a suitable alternative for this or are there packages
where the bounding and branching is easier to extract? I get the
impression that SYMPHONY is more or less built for this (playing around
with different strategies). SCIP?
With best regards
Oscar Gustafsson
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