On Thu, 9 Sep 2021, Andrew Makhorin quoted "Vasebi, Saeed [JJCUS]" <svas...@its.jnj.com>:
I have a MILP problem in GLPK, using CVXPy library. GLPK quickly finds a primary solution (optimal but not integer). But when GLPK switches to branch-and-cut to find an optimal integer solution, it moves very slowly. The main reason is that GLPK does not find any feasible integer solution after many iterations (see the below log). I can use a simple heuristic algorithm to find an initial feasible and integer solution, which can help GLPK to quickly eliminate non-optimal branches. I am wondering if there is any way to feed this initial feasible integer solution to GLPK, or its objective value?
It's clunky, but I think it can be done with the GLP_IHEUR callback. Failing that, I think that you can just add a constraint. -- Michael henne...@web.cs.ndsu.nodak.edu "Sorry but your password must contain an uppercase letter, a number, a haiku, a gang sign, a heiroglyph, and the blood of a virgin." -- someeecards