> the normal way to solve small traveling salesman problems is:
> 
> Solve the LP problem without subtour constraints. 
> Identify subtours.
> Add subtour constraints.
> Resolve the LP
> Repeat the last two steps until no new subtour arises.
> 
> See
> http://www.tsp.gatech.edu/methods/opt/subtour.htm
> 
> A good book on the topic is
> David L. Applegate, Robert E. Bixby, Vasek Chvatal, William J. Cook
> The Traveling Salesman Problem: A Computational Study 

There exist closed mip formulations of tsp. See
http://yetanothermathprogrammingconsultant.blogspot.com/2008/08/how-write-tsp-model-in-gams.html

See also glpk/examples/tsp.mod.


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