Ok...now it is much more clear. So...the fact that the MIP solver doesn't start from my solution means that there si something wrong with the solution??
2013/4/15 Andrew Makhorin <[email protected]> > > > >>This may only mean that optimal solution to the root lp relaxation > > is > > >>integer feasible, and therefore the mip has been solved. > > > > > > Well, I thought that it wasn't true, in fact the manual says: > > > > > > The difference between optimal solution to LP relaxation and > > corresponding MIP solution is that in the former case some structural > > variables of integer kind (namely, basic variables) may have values, > > which are close to nearest integers within the working precision, > > while in the latter case all such variables have exact integral > > values. > > > > > > Hence, an optimal solution to the LP relaxation doesn't imply that it > > corresponds to the integer optimal solution. > > Below I show an example. The presolver finds an optimal solution but > > the first solution found by the MIP solver is not the optimal one and > > it has to continue searching for the optimal one. > > Probably there is some misunderstanding. The message "optimal solution > found" prior to beginning of integer optimization means that the lp > solver (not the presolver!) found an optimal solution to lp relaxation > of the root problem, and that solution was integer infeasible, since the > mip solver performed branching. In particular, this means that before > branching the mip solver called the user's callback with GLP_IHEUR > request. > > > > > > > 24944: obj = 1.620000000e+02 infeas = 6.720e+02 (0) > > 25000: obj = 1.640000000e+02 infeas = 5.880e+02 (0) > > 25500: obj = 2.004514286e+02 infeas = 1.707e+02 (0) > > * 25922: obj = 1.999972598e+02 infeas = 0.000e+00 (0) > > * 26000: obj = 1.807113515e+02 infeas = 8.842e-15 (0) > > * 26500: obj = 2.212500000e+01 infeas = 1.566e-13 (0) > > * 27000: obj = 3.000000000e+00 infeas = 1.176e-13 (0) > > * 27159: obj = 3.000000000e+00 infeas = 2.988e-14 (0) > > OPTIMAL SOLUTION FOUND > > Integer optimization begins... > > + 27159: mip = not found yet >= -inf (1; 0) > > + 27362: >>>>> 5.000000000e+00 >= 3.000000000e+00 40.0% (4; 0) > > + 27362: mip = 5.000000000e+00 >= 3.000000000e+00 40.0% (2; 3) > > RELATIVE MIP GAP TOLERANCE REACHED; SEARCH TERMINATED > > > > > >
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