Hello Andreas, 2 and 3 can be realized using a callback routine.
In the callback routine determine the reason code with glp_reason. Use glp_ios_get_prob, glp ios best node, glp_ios_node_bound to get the lower bound. Use glp_ios_terminate to terminate the search. See chapter 5.1.1 Using the callback routine of glpk-4.47.tar.gz of the GLPK source distribution available of ftp://ftp.gnu.org/gnu/glpk/glpk-4.47 Best regards Xypron On 02.12.2011 16:47, Andreas Schilling wrote: > Hi, > > I am struggling for some time now with implementing "Local Branching" > (Fischetti, Lodi) using GLPK as a black box solver. To do that I need > to call GLPK with three parameters: > 1. time limit. can be done using the glp_iocp parm struct. > 2. upper bound (UB) used to interrupt the optimization as soon as the > best lower bound becomes greater or equal to UB. > 3. A flag which when set to true indicates, that the solver will abort > the computation as soon as the first feasible solution is found. (I > found no pretty way, but I think when parm.mip_gap is set to 99.0 or > 100.0 it should do the trick..) > > The problem is the second parameter, the upper bound. I have no idea > how to implement that. > > I am very grateful for any help. > > Andy > > > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk
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