Hello:
We have one example that runs without end.
The model is listed below, and the data file contains 2,500 rows (or 4,779,594
bytes) of data. This defines the 834 source and destination params, followed by
the 834x834 matrix of values for param dp. The data are so large that I did
not attach them.
When glpk is executed against these files, we get the following preamble (I
included it so you have it). We always seem to have the warnings so ignored
them (perhaps at our peril). I trust this is sufficient to help.
GLPSOL: GLPK LP/MIP Solver, v4.48
Parameter(s) specified in the command line:
-m MP_layout.mod -d MP_layout.dat -o MP_layout_results.txt
Reading model section from MP_layout.mod...
MP_layout.mod:19: warning: final NL missing before end of file
MP_layout.mod:19: warning: unexpected end of file; missing end statement
inserted
19 lines were read
Reading data section from MP_layout.dat...
MP_layout.dat:2508: warning: final NL missing before end of file
MP_layout.dat:2508: warning: unexpected end of file; missing end statement
inserted
2508 lines were read
Generating total_dp...
Generating Supply...
Generating Demand...
Generating morepair...
Model has been successfully generated
GLPK Integer Optimizer, v4.48
697225 rows, 695556 columns, 3455308 non-zeros
695556 integer variables, all of which are binary
Preprocessing...
696390 rows, 694722 columns, 2778888 non-zeros
694722 integer variables, all of which are binary
Scaling...
A: min|aij| = 1.000e+00 max|aij| = 1.000e+00 ratio = 1.000e+00
Problem data seem to be well scaled
Constructing initial basis...
Size of triangular part = 696389
Solving LP relaxation...
GLPK Simplex Optimizer, v4.48
696390 rows, 694722 columns, 2778888 non-zeros
0: obj = -1.951460560e+04 infeas = 5.817e+03 (1)
Are we asking too much of glpk (sounds horrible to say)?
MB
set ORIG; # origins
set DEST; # destinations
param supply {ORIG}; # amounts available at origins
param demand {DEST}; # amounts required at destinations
param dp {ORIG,DEST}; # shipment costs per unit
var Trans {ORIG,DEST} binary; # units to be shipped
maximize total_dp:
sum {i in ORIG, j in DEST} dp[i,j] * Trans[i,j];
subject to Supply {i in ORIG}:
sum {j in DEST} Trans[i,j] =supply[i];
subject to Demand {j in DEST}:
sum {i in ORIG} Trans[i,j] = demand[j];
subject to morepair {i in ORIG, j in DEST}: (Trans[i,j]+Trans[j,i]) <= 1;
Michael Bramley
tel: +1 513 632 0549
www.dunnhumby.com<http://www.dunnhumby.com>
From: Jeffrey Kantor [mailto:[email protected]]
Sent: Sunday, February 03, 2013 11:04 AM
To: Michael Bramley
Cc: [email protected]
Subject: Re: [Help-glpk] Sizing the problem...
Hi Michael,
No invective here!
Could you say a bit more about the problems that are not finding a solution?
For example, the type of problem you're trying to solve, and some metrics
regarding problem size, the number of integer and binary variables?
Jeff
On Sun, Feb 3, 2013 at 10:48 AM, Michael Bramley
<[email protected]<mailto:[email protected]>>
wrote:
Hello:
We are using Linux glpk v4.48.
This may be a school boy question, but I’ll ask and beg indulgence from those
on the list.
We have a number of LP/MIP problems that range in size. Most are quite
manageable in glpk (yeah!!), while a small subset of others test the limits of
glpk to either find a solution or run for days without a solution. Indeed, the
annoying bit is that some problems just seem to run for days and days, while
CPLEX seems to find an answer in minutes.
Is there a way to determine this limit in advance, i.e. can we look at the
problem and say that generates X conditions (or something else) and thus is not
suited for glpk in its current state?
Is there a way that we could build this into glpk as a pre-processing option?
Looking for any ideas/help, and may even respond to invective. :)
MB
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