Re: [Help-glpk] request for a feature (maximal iteration number or callback function in glpk_simplex)

2013-05-20 Thread Andrew Makhorin
There is one (huge and very badly scaled) problem Just for curiosity. How big is this instance and why it is badly scaled? where glp_simplex(..) fails to find a feasible solution (even after two days of computation ...). Maybe it would be useful to introduce artificial variables in

Re: [Help-glpk] [Fwd: Bound not being enforced]

2013-05-16 Thread Andrew Makhorin
finds correct solution; if not, please report. Thanks. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

[Help-glpk] [Fwd: request for a feature (maximal iteration number or callback function in glpk_simplex)]

2013-05-16 Thread Andrew Makhorin
Forwarded Message From: Robert Baier robert.ba...@uni-bayreuth.de To: help-glpk@gnu.org Cc: huijuan...@uni-bayreuth.de huijuan...@uni-bayreuth.de Subject: request for a feature (maximal iteration number or callback function in glpk_simplex) Date: Thu, 16 May 2013 18:30:28 +0200

[Help-glpk] [Fwd: Invalid MEX-file]

2013-05-07 Thread Andrew Makhorin
Forwarded Message From: Philipp p_roech...@web.de To: help-glpk@gnu.org Subject: Invalid MEX-file Date: Tue, 07 May 2013 15:43:18 +0200 Hallo, i tried to use glpk with matlab but i have problem. I downloaded the file here http://glpkmex.sourceforge.net/ and added the folder to

Re: [Help-glpk] forall and exists?

2013-05-06 Thread Andrew Makhorin
Are the forall and exists iterated expressions still supported? I see in the documentation that both are of the form iterated-operator indexing-expression integrand but I can't seem to get either to work. Are these still supported by glpk v 4.45? Yes, these operators are

Re: [Help-glpk] typo in mip gap formula on wikibook page

2013-05-02 Thread Andrew Makhorin
On Mon, 2013-04-29 at 18:48 -0500, Michael Hennebry wrote: On Sat, 27 Apr 2013, Heinrich Schuchardt wrote: the current definition of the MIP gap is compatible to other optimizers like CPLEX. To the best of of my knowledge, the terminal output is designed to be read by humans. It will

Re: [Help-glpk] GLPK for Java - problem - exception thrown for glp_find_col

2013-05-02 Thread Andrew Makhorin
please, update the documentation to clearly point out that an error is thrown in glp_find_col and glp_find row if not preceded by a call to glp_create_index. Okay, I will add a paragraph to clarify the issue. Wouldn't it be a good idea to let these functions implicitly call

Re: [Help-glpk] GLPK for Java - problem - exception thrown for glp_find_col

2013-05-02 Thread Andrew Makhorin
Perhaps I'm missing something, buy why expose glp_create_index at all? By default the name index is not created. If the user wants to find rows or columns by name (i.e. to determine their ordinal numbers in the problem object), he should enable this feature with glp_create_index. Note that

Re: [Help-glpk] glpk status NOFEAS INFEAS

2013-04-26 Thread Andrew Makhorin
When I use primal simplex method to solve an unbounded LP problem. Checking status gives this: glp_get_status() returns GLP_UNBND, glp_get_prim_stat() returns GLP_FEAS, glp_get_dual_stat() returns GLP_NOFEAS. Then using dual simplex method to solve the same problem, I

Re: [Help-glpk] 100% of gap in integer programming?

2013-04-26 Thread Andrew Makhorin
I attach a picture of a 100% gap on integer programming on GLPK. Some minutes later, the gap even increased to 200%. Is it normal? If you need, I can send you the model. Yes, this can happen if the best integer feasible solution (incumbent value) and the best solution to lp

[Help-glpk] typo in mip gap formula on wikibook page

2013-04-26 Thread Andrew Makhorin
Robbie, There is a typo in the formula for computing mip gap on the page http://en.wikibooks.org/wiki/GLPK/Terminal_output The denominator should be |best_mip| + eps. ___ Help-glpk mailing list Help-glpk@gnu.org

[Help-glpk] [Fwd: Ipopt GMPL Interface]

2013-04-22 Thread Andrew Makhorin
Forwarded Message From: Dieter Kömle dieter.koe...@gmx.net To: help-glpk@gnu.org Subject: Ipopt GMPL Interface Date: Sun, 21 Apr 2013 20:12:46 +0200 Hello everyone! I am new to GLPK and so far I'm very impressed by it's capabilities. My question goes to solving non-linear

Re: [Help-glpk] glpk 4.49 release information

2013-04-18 Thread Andrew Makhorin
The University of Pisa Computer Science Department have also reimplemented the original RELAX-IV Fortran code, but into C++ instead. They offer their version with warning that the algorithm may fail to converge. The full text is: RelaxIV is our C++ re-implementation of the Relaxation

[Help-glpk] glpk 4.49 release information

2013-04-16 Thread Andrew Makhorin
-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 GLPK 4.49 Release Information * Release date: April 16, 2013 GLPK (GNU Linear Programming Kit) is intended for solving large-scale linear programming (LP), mixed integer linear programming (MIP), and other related

Re: [Help-glpk] glpk 4.49 release information

2013-04-16 Thread Andrew Makhorin
This is great news. I have found many uses of minimum cost network-flow over the years, including revenue management models, small models for doing first-come, first serve and last-come, first-serve connections within the transportation industry, passenger rail crew rostering problems, and a

Re: [Help-glpk] How to provide to the GLPK MIP solver a integer feasible solution

2013-04-15 Thread Andrew Makhorin
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

Re: [Help-glpk] How to provide to the GLPK MIP solver a integer feasible solution

2013-04-14 Thread Andrew Makhorin
On Mon, 2013-04-08 at 18:45 +0200, Giorgio Sartor wrote: I have a model to which I can provide a initial feasible solution. How can I do that? The GLPK reference manual offers two different methods: one is by using the routine glp_read_mip and the second is by using the callback routine

Re: [Help-glpk] Linux GLPK library

2013-04-10 Thread Andrew Makhorin
Unfortunately, the general case is that it will not work. The reason is that there is skew among the various Linux distros particularly relative to libc with the result that executables tend to dump core if run on a different distro. This is the reason that commercial software running on

[Help-glpk] [Fwd: AW: [Fwd: Re: [Fwd: How to rewrite a nonlinear expression in a linear one]]]

2013-04-02 Thread Andrew Makhorin
Forwarded Message From: Sina Burkhardt sina.burkha...@gmx.de To: 'Andrew Makhorin' m...@gnu.org Subject: AW: [Fwd: Re: [Help-glpk] [Fwd: How to rewrite a nonlinear expression in a linear one]] Date: Tue, 2 Apr 2013 10:51:13 +0200 Hi Jeff, thanks for your answer. You're right

[Help-glpk] [Fwd: How to rewrite a nonlinear expression in a linear one]

2013-04-01 Thread Andrew Makhorin
Forwarded Message From: Sina Burkhardt sina.burkha...@gmx.de To: help-glpk@gnu.org Subject: How to rewrite a nonlinear expression in a linear one Date: Mon, 1 Apr 2013 23:31:16 +0200 Hi all, I’m currently writing my Master thesis and I hope someone can help me to solve the

Re: [Help-glpk] Invalid GLPK environment Aborted (core dumped)

2013-03-26 Thread Andrew Makhorin
On Tue, 2013-03-26 at 08:18 -0700, un_zero_2011 wrote: Hello, When I a give glp_prob pointer to my function that call GLPK routines like glp_add_rows(...) , I get the following message : Invalid GLPK environment Aborted (core dumped) This error means that glpk internal memory areas

[Help-glpk] [Fwd: RE: GUSEK question - MRP]

2013-03-25 Thread Andrew Makhorin
Forwarded Message From: Hernandez Hormazabal, Jorge j.e.hernan...@liverpool.ac.uk To: 'Jeffrey Kantor' kanto...@nd.edu, Hernandez Hormazabal, Jorge j.e.hernan...@liverpool.ac.uk Cc: help-glpk@gnu.org help-glpk@gnu.org Subject: RE: [Help-glpk] GUSEK question - MRP Date: Mon, 25

Re: [Help-glpk] GUSEK question - MRP

2013-03-25 Thread Andrew Makhorin
Nevertheless, now I have another error in the line 45. I have checked all the brackets and everything, and I’m not sure why is the error: “20130325_MRP_vJEH2.mod:45: syntax error in objective statement” You forgot a semicolon. ___ Help-glpk

[Help-glpk] [Fwd: GLPK - Vehicle routing problem with time window(VRPTW)]

2013-03-20 Thread Andrew Makhorin
Forwarded Message From: Vina Shukla vina.shu...@itcube.net To: help-glpk@gnu.org Cc: 'Vina Shukla' vina.shu...@itcube.net Subject: GLPK - Vehicle routing problem with time window(VRPTW) Date: Wed, 20 Mar 2013 15:13:54 +0530 Hello! I'm just starting with GLPK (GNU Linear

Re: [Help-glpk] Syntax error in Glpk modelling

2013-03-18 Thread Andrew Makhorin
On Tue, 2013-03-19 at 00:45 +0200, Figen Güngör wrote: Can you please look at my question at Stackoverflow? http://stackoverflow.com/questions/15488041/syntax-error-in-linear-programming-modelling-with-glpk?noredirect=1#comment21925482_15488041 var po := sum{i in I} c[i]*x[i]; var cost :=

Re: [Help-glpk] Stock Cutting problem

2013-03-10 Thread Andrew Makhorin
The following project may be interesting for you: http://code.google.com/p/cspsol/ ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

[Help-glpk] [Fwd: Re: Any users of dwsolver (Dantzig-Wolfe)?]

2013-03-09 Thread Andrew Makhorin
Forwarded Message From: pmcnam paulm...@gmail.com To: Help-glpk@gnu.org Subject: Re: [Help-glpk] Any users of dwsolver (Dantzig-Wolfe)? Date: Sat, 9 Mar 2013 07:50:18 -0800 (PST) Hey Joey, I'm interested in using your software though Matlab for a power systems problem. I was

[Help-glpk] [Fwd: No mod or round function available for variables]

2013-03-06 Thread Andrew Makhorin
Forwarded Message From: Guest276 caroline.niem...@tuhh.de To: Help-glpk@gnu.org Subject: [Help-glpk] No mod or round function available for variables Date: Wed, 6 Mar 2013 07:05:05 -0800 (PST) Hi, I am trying to solve the following problem: I have an LP with a max objective

Re: [Help-glpk] MILP solutions using different solvers

2013-03-02 Thread Andrew Makhorin
] ... minimize obj: delay; in which case the new objective will have a zero shift, and the problem will disappear. FYI: Your glpk version is very old. The most recent version is 4.48. Andrew Makhorin Thanks SV --- On Sat, 3/2/13, Andrew Makhorin m...@gnu.org wrote: From: Andrew

Re: [Help-glpk] MILP solutions using different solvers

2013-03-01 Thread Andrew Makhorin
On Fri, 2013-03-01 at 09:06 -0800, Sundaravalli Narayanaswami wrote: Hi all, I am working on a MILP model for a transportation problem, with 24 data sets. Some of the data sets are solved to integer optimality and others return an integer undefined by GLPK solver. To verify and evaluate

[Help-glpk] [Fwd: Help demand]

2013-02-11 Thread Andrew Makhorin
Forwarded Message From: Alexandre Saidi alexandresaidiglan...@gmail.com To: glpk help-glpk@gnu.org Cc: Alexandre Saidi alexandre.sa...@ec-lyon.fr, Andrew Makhorin m...@gnu.org Subject: Help demand Date: Mon, 11 Feb 2013 10:14:48 +0100 Dears, I've been fighting some (few

[Help-glpk] [Fwd: GLPK 4.48 - Filecluster.com Listing Confirmation]

2013-02-08 Thread Andrew Makhorin
Forwarded Message From: FileCluster Support supp...@filecluster.com Reply-to: FileCluster Support supp...@filecluster.com To: help-glpk@gnu.org Subject: GLPK 4.48 - Filecluster.com Listing Confirmation Date: Fri, 8 Feb 2013 13:49:50 +0200 Dear Developer, You have received this

Re: [Help-glpk] Help with callbacks for branch/cut optimisation

2013-02-06 Thread Andrew Makhorin
solution and try again. (I say 'resembles' because the TSP has a special structure with permits other ways to avoid loops, these other ways don't work here). Except when I tried it didn't work, because the reason GLP_IROWGEN is called with the solution to the LP relaxation, at which

[Help-glpk] [Fwd: GLPK included in the Softpedia software database]

2013-02-05 Thread Andrew Makhorin
Forwarded Message From: Softpedia Editorial Team softedi...@softpedia.com To: help-glpk@gnu.org Subject: GLPK included in the Softpedia software database Date: Tue, 5 Feb 2013 18:05:01 -0500 (EST) Hello, As you may already know, GLPK, one of your products, is part of

Re: [Help-glpk] GLPK for Java 1.0.24, GLPK for Windows 4.48

2013-02-03 Thread Andrew Makhorin
and remove unwanted symbols from glpk.h in the next release. In the next release I think to rename lpx_check_kkt (it is the only routine from old api which is still used in new api) to glp_check_kkt and then remove all lpx routines from the package. Best regards, Andrew Makhorin

Re: [Help-glpk] Performance decrease with more powerful computer

2013-02-02 Thread Andrew Makhorin
As Jeffrey say: Sometimes small changes in numerics can make a big difference in how the branches of an MIP problem are explored The FPU Control Word directly impact how glpk will explore branches. It can be different by thread. The default value is not the same if you are using visual

Re: [Help-glpk] glpk 4.48 release information

2013-01-29 Thread Andrew Makhorin
, because some api routines were changed/removed. Or I did something wrong? Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

[Help-glpk] glpk 4.48 release information

2013-01-28 Thread Andrew Makhorin
-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 GLPK 4.48 Release Information * Release date: January 28, 2013 GLPK (GNU Linear Programming Kit) is intended for solving large-scale linear programming (LP), mixed integer linear programming (MIP), and other related

Re: [Help-glpk] glpk 4.48 release information

2013-01-28 Thread Andrew Makhorin
This is a maintainer release. Must read This is a maintenance release. ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Initial starting point of simplex algorithm

2013-01-24 Thread Andrew Makhorin
I have been looking for around a month into glpk, mainly minimizing a linear problem (no integer programming). Some times, the problem is infeasible, and i started looking into Chinneck iis algorithms. As a start, I started by implementing a relaxation of a large infeasible problem,

Re: [Help-glpk] Reenterable patch for GLPK-4.47

2013-01-21 Thread Andrew Makhorin
it with other GLPK users interested in reenterable binaries. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] Problem Diagnostics

2013-01-21 Thread Andrew Makhorin
decomposition that I might be able to adapt to work in GLPK to monitor the evolution of the solution. Could you please explain what exactly do you need to do? Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman

[Help-glpk] [Fwd: GNU Program]

2013-01-18 Thread Andrew Makhorin
Forwarded Message From: Ali Raza rizvisa...@gmail.com To: help-glpk@gnu.org Subject: GNU Program Date: Tue, 15 Jan 2013 17:44:24 -0500 I have a quick question. I am trying to write a simple program in GNU software. I am having difficities and it is giving me errors. I have not

[Help-glpk] [Fwd: Re: Help: How to build MIP model]

2013-01-04 Thread Andrew Makhorin
Forwarded Message From: Matteo Fischetti DEI m.fische...@gmail.com Reply-to: m.fische...@gmail.com To: Andrew Makhorin m...@gnu.org Subject: Re: [Help-glpk] Help: How to build MIP model Date: Fri, 04 Jan 2013 15:43:34 +0100 Hi Andrew. to easy writing a MIP model (in Cplex

[Help-glpk] [Fwd: Re: Optimization and Multicore GLPK]

2012-12-25 Thread Andrew Makhorin
Forwarded Message From: Vladimir Dergachev volo...@caltech.edu To: glpk xypron xypron.g...@gmx.de Cc: Reginald Beardsley pulask...@yahoo.com, help-glpk@gnu.org Subject: Re: [Help-glpk] Optimization and Multicore GLPK Date: Tue, 25 Dec 2012 01:03:13 -0800 (PST) On Tue, 25 Dec

Re: [Help-glpk] Does anybody knows how to model a this MIP?

2012-12-25 Thread Andrew Makhorin
On Tue, 2012-12-25 at 19:00 -0200, Hugo Mezarina wrote: I am looking for someone willing to teach me how to model the Weighted Tardiness Problem (as decrived at http://people.brunel.ac.uk/~mastjjb/jeb/orlib/wtinfo.html) to solve it with glpsol and receiving the input given there. For modeling

Re: [Help-glpk] Optimization and Multicore GLPK

2012-12-24 Thread Andrew Makhorin
-20050101272 Best regards, Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

Re: [Help-glpk] language and clarity

2012-12-20 Thread Andrew Makhorin
As a native english speaker let me deny, on all our behalf, resposibility for users of internet slang. see http://www.internetslang.com/W_2F-meaning-definition.asp IAWTC ___ Help-glpk mailing list Help-glpk@gnu.org

Re: [Help-glpk] Help GLPK

2012-12-19 Thread Andrew Makhorin
Does anybody have tried to solve a Sudoko instance with a BigM method (to say all of the digits of a line must be different). Using integer variables (like 0 = x[i,j] = 9) to model sudoku solutions together with all different constraints leads to a poor formulation which is hard to solve with

[Help-glpk] [Fwd: randomization in MIPs]

2012-12-17 Thread Andrew Makhorin
Forwarded Message From: Matteo Fischetti DEI m.fische...@gmail.com Reply-to: m.fische...@gmail.com To: Andrew Makhorin m...@gnu.org Subject: randomization in MIPs Date: Mon, 17 Dec 2012 11:28:11 +0100 Hi Andrew. I have a paper on the role of randomization at http

Re: [Help-glpk] [Fwd: randomization in MIPs]

2012-12-17 Thread Andrew Makhorin
So, depending on the random seeds, your instance can be solved in 79 or 1816 sec.s (!!) Looks like a black magic. I encountered this when developed a mip preprocessing. At some moment it was absolutely unclear to me to which form the original instance should be transformed.

Re: [Help-glpk] Multithreading/parallelization

2012-12-16 Thread Andrew Makhorin
mips the solution time grows exponentially, this approach helps not so much (until you have 2**n processors, where n is the number of integer variables :). It seems to me that algorithmic solutions are able to provide much greater performance. Andrew Makhorin

Re: [Help-glpk] Proximity Search Heuristic for general MIPs

2012-12-14 Thread Andrew Makhorin
Dear Prof. Fischetti, Thank you very much for your information. Andrew Makhorin On Thu, 2012-12-13 at 17:34 +0100, Matteo Fischetti DEI wrote: Dear friends, I posted at http://www.dei.unipd.it/~fisch/proximity_search.pdf a joint work with Michele Monaci with an outline of our

Re: [Help-glpk] Unreferenced Out of Domain Error

2012-12-10 Thread Andrew Makhorin
] = 0 and pres[0] = { 1, 101, 102 }, j *cannot* be assigned 2, and therefore Stand_Type[314,2,17] *cannot* be referenced on computing this sum. Andrew On 08/12/2012 5:56 AM, Andrew Makhorin wrote: Thanks for your response. I entered the debugging statement you suggested; the triplet

[Help-glpk] [Fwd: Build glpk as a shared library on Cygwin, MinGW and similar systems]

2012-12-10 Thread Andrew Makhorin
Forwarded Message From: Jean-Pierre Flori jpfl...@gmail.com To: help-glpk@gnu.org Subject: Build glpk as a shared library on Cygwin, MinGW and similar systems Date: Mon, 10 Dec 2012 19:20:19 +0100 Dear all, First thanks for this great library. I'd like to be able to build glpk

[Help-glpk] [Fwd: Re: [Fwd: Build glpk as a shared library on Cygwin, MinGW and similar systems]]

2012-12-10 Thread Andrew Makhorin
atzeri marco.atz...@gmail.com: On 12/10/2012 8:20 PM, Andrew Makhorin wrote: Forwarded Message From: Jean-Pierre Flori jpfl...@gmail.com To: help-glpk@gnu.org Subject: Build glpk as a shared library on Cygwin, MinGW and similar systems Date: Mon, 10 Dec 2012 19:20:19 +0100

Re: [Help-glpk] Unreferenced Out of Domain Error

2012-12-08 Thread Andrew Makhorin
what to make of it. I tried to reproduce the effect (see below). As you can see, Stand_Type[314,2,17] is *not* referenced; otherwise, this would cause a zero divide error. Please check your model and data more carefully; maybe that parameter member is referenced somewhere else. Andrew Makhorin

[Help-glpk] [Fwd: Greetings from Peru]

2012-12-08 Thread Andrew Makhorin
Forwarded Message From: dante Baldeon Molleda reydan1...@hotmail.com To: help-glpk@gnu.org Subject: Greetings from Peru Date: Sat, 8 Dec 2012 15:45:18 + Hello good morning: My monbre is Dante Baldeon belong in the National Engineering University, specializing in pure

Re: [Help-glpk] Unreferenced Out of Domain Error

2012-12-06 Thread Andrew Makhorin
This is a question about how GLPK/GMPL handles parameters populated with csv table data when executing statements. I have a parameter Stand_Type (dimension 3), and a set of sets pres{0..1}: pres[0] = 1,101,102 pres[1]= 1,2,3,4,5,6 Stand_Type is indexed by { i in stands, j in pres[

[Help-glpk] [Fwd: Using a SAT solver other than MiniSAT]

2012-12-05 Thread Andrew Makhorin
Forwarded Message From: Martin Lester les...@maths.ox.ac.uk Reply-to: martin.les...@cs.ox.ac.uk To: help-glpk@gnu.org Subject: Using a SAT solver other than MiniSAT Date: Wed, 5 Dec 2012 23:32:18 + (GMT) Hi. I have a problem (an encoding of the social golfers problem)

[Help-glpk] [Fwd: Existing constraint]

2012-11-26 Thread Andrew Makhorin
Forwarded Message From: purser yura...@mail.ru To: Help-glpk@gnu.org Subject: [Help-glpk] Existing constraint Date: Sun, 25 Nov 2012 23:58:14 -0800 (PST) Hi, All! When constraints declared, it is meaning, that each constraint must be ensure. Is it possible to specify how at

Re: [Help-glpk] MIP Solvers (i.e CBC, CPLEX, GLPK, GUROBI, LPSOLVE, SCIPC, SCIPL, SCIPS and XPRESS) Benchmark

2012-11-23 Thread Andrew Makhorin
That looks confusing? The maximize in the model statement should be picked up, surely?? In which case the --max should be unnecessary (except to override a minimize in the code, from the command line). The mps format does not allow specifying the objective sense. Or am I

[Help-glpk] [Fwd: Constraints on 2 successive elements of a set]

2012-11-20 Thread Andrew Makhorin
Forwarded Message From: paterijk pater...@gmail.com To: Help-glpk@gnu.org Subject: [Help-glpk] Constraints on 2 successive elements of a set Date: Tue, 20 Nov 2012 09:40:00 -0800 (PST) Hi, I'm trying to model a constraint using the GMPL modeling language. To start, we have a

Re: [Help-glpk] [Fwd: Constraints on 2 successive elements of a set]

2012-11-20 Thread Andrew Makhorin
this work for you? set J; var x{i in J}; s.t. c{i in K : i card(J)} x[i] = x[i+1] -Original Message- From: help-glpk-bounces+marc.meketon=oliverwyman@gnu.org [mailto:help-glpk-bounces+marc.meketon=oliverwyman@gnu.org] On Behalf Of Andrew Makhorin Sent

Re: [Help-glpk] MIP Solvers (i.e CBC, CPLEX, GLPK, GUROBI, LPSOLVE, SCIPC, SCIPL, SCIPS and XPRESS) Benchmark

2012-11-19 Thread Andrew Makhorin
Looks like your instance is maximization while mps always assumes minimization. You need either to change the objective sign in the mathprog model or specify --max option for glpsol. I don't understand this statement. Where do you specify -max option for glpsol? e.g. glpsol --math

Re: [Help-glpk] MIP Solvers (i.e CBC, CPLEX, GLPK, GUROBI, LPSOLVE, SCIPC, SCIPL, SCIPS and XPRESS) Benchmark

2012-11-19 Thread Andrew Makhorin
maximize Discounted_Net_Value: sum {s in STAND, p in PERIOD} Stand_Cut_Candidates[s,p] * NPV_Calc[s,p] * FStand[s,p]; When you pass mps to glpsol, the optimization direction is minimization by default, so you need to specify the --max option to tell glpsol to maximize rather

Re: [Help-glpk] Configure --with-zlib missing or ommitted in GLPK-4.47

2012-11-19 Thread Andrew Makhorin
It seems that --with-zlib missing or ommitted in GLPK-4.47. It is present in GLPK-4.45 (I have not checked GLPK-4.4.46). I have checked the configure.ac of 4.47. It was not there. Any reason why it is ommitted / missing? Now zlib is included in the glpk distribution. Here's the part

Re: [Help-glpk] MIP Solvers (i.e CBC, CPLEX, GLPK, GUROBI, LPSOLVE, SCIPC, SCIPL, SCIPS and XPRESS) Benchmark

2012-11-18 Thread Andrew Makhorin
The main bottleneck for GLPK MIP solver is GLPK LP solver, which is still slow compared to CLP, for instance. Success in solving mips mainly depends on cutting planes used, not on an underlying lp solver. ___ Help-glpk mailing list

Re: [Help-glpk] MIP Solvers (i.e CBC, CPLEX, GLPK, GUROBI, LPSOLVE, SCIPC, SCIPL, SCIPS and XPRESS) Benchmark

2012-11-18 Thread Andrew Makhorin
It seems that the generated FreeMPS and MPS could not be solved as well in GLPK/Mathrog CLI (i.e. glpsol). However, nothing wrong with GLPK/MathProg generated FreeMPS and MPS MIP models. I check the other MIP models in example (e.g. bpp.mod) glpsol --math bpp.mod --wfreemps bpp_fmps.mps

Re: [Help-glpk] [Fwd: adding constraints incrementally]

2012-11-14 Thread Andrew Makhorin
Actually, my constraint matrix can't be fit in the memory of my machine. So, I assume that in cutting plane method, we don't need to retain all the constraints in memory, So, can you please tell me more about the restriction you mentioned? You don't need to use the callback until you solve

[Help-glpk] [Fwd: adding constraints incrementally]

2012-11-09 Thread Andrew Makhorin
Forwarded Message From: alreva avazifedo...@yahoo.com To: Help-glpk@gnu.org Subject: [Help-glpk] adding constraints incrementally Date: Fri, 9 Nov 2012 00:57:10 -0800 (PST) Dear all, I have a LP problem with a huge number of constraints which are saved into a large file. The

[Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code to GLPK]

2012-11-07 Thread Andrew Makhorin
Forwarded Message From: Steven G steven123...@gmail.com To: help-glpk@gnu.org Subject: Converting AMPL Bender's Decomposition code to GLPK Date: Thu, 8 Nov 2012 00:45:51 -0500 Hello, I am trying to convert the following .data .mod and .run files from APML to GLPK. The reason

Re: [Help-glpk] sensitivity analysis table in glpk [NC]

2012-11-06 Thread Andrew Makhorin
If a row is non-active, changing its bounds does not affect the basic solution. This is only true for small change but not true for large change. No, this is true for any change, assuming that a new lower bound remains not greater than and a new upper bound remains not less than the current

[Help-glpk] [Fwd: .run file equivalent in GLPK?]

2012-11-03 Thread Andrew Makhorin
Forwarded Message From: Naurattan Makhija nmakh...@umich.edu To: help-glpk@gnu.org Subject: .run file equivalent in GLPK? Date: Sat, 3 Nov 2012 18:42:19 -0400 Hello, I need to know if there is a .run file in GLPK such as in AMPL, or a similar file that would work the same as a

[Help-glpk] [Fwd: Re: sensitivity analysis table in glpk [NC]]

2012-11-02 Thread Andrew Makhorin
Forwarded Message From: Minh Hoang minh.ho...@npl.co.uk To: m...@gnu.org Cc: help-glpk@gnu.org Subject: Re: [Help-glpk] sensitivity analysis table in glpk [NC] Date: Fri, 2 Nov 2012 15:19:19 - Classification: NPL Management Ltd - Commercial Hi Andrew, The information in

Re: [Help-glpk] sensitivity analysis table in glpk [NC]

2012-11-02 Thread Andrew Makhorin
The information in sensitivity analysis table in glpk seems to be incorrect. For example: for the problem in sample.c file and in the manual section 1.3.1 (page 14). [...] However the correct range of the row r would be 200- +inf not (120- 520). Do I miss something here? The

Re: [Help-glpk] sensitivity analysis table in glpk [NC]

2012-11-02 Thread Andrew Makhorin
For detailed explanations of the report structure please see Section 3.4 Post-optimal analysis routines in the glpk reference manual, pp.107-114. You need reading the paragraph Sensitivity analysis of objective coefficients at basic variables on pp.112-113.

Re: [Help-glpk] order restrictions

2012-11-02 Thread Andrew Makhorin
Heh. Using 'glpsol --minisat' gave the answer almost instantaneously [it took ~15 hours without the --minisat option]. Please note that --minisat allows to find only an integer feasible solution, i.e. it solves an integer feasibility problem. To find a better integer feasible solution you

Re: [Help-glpk] Tomlin-Driebeek heuristic

2012-11-01 Thread Andrew Makhorin
Hi Xypron, in GLPK you are refer to an author Driebeck. In https://www.xypron.de/webdav/Heinrich/Literature/Linear_Programming/Branching/Driebeck_1966_MSc.pdf I find the author to be Norman J. Driebeek. @Article{RePEc:inm:ormnsc:v:12:y:1966:i:7:p:576-587, author={Norman J. Driebeek},

Re: [Help-glpk] order restrictions

2012-11-01 Thread Andrew Makhorin
MIP optimzers are not fast solvers for constraint programming problems. That's a shame. What would you suggest for solving a 10x10x10 binary array subject to ~200 restrictions? It's not suitable for DLX. Also, I suspect that any insights I have into my problems will not improve on

[Help-glpk] [Fwd: read.me]

2012-10-26 Thread Andrew Makhorin
Forwarded Message From: robin hankin hankin.ro...@gmail.com To: bug-g...@gnu.org Subject: read.me Date: Fri, 26 Oct 2012 22:26:28 +1300 Hello. glpk is awesome; keep it up! There is no read.me file in the examples section, and I wasted quite a long time fiddling about

[Help-glpk] [Fwd: Read Excel data into subscripted set]

2012-10-26 Thread Andrew Makhorin
Forwarded Message From: ze...@gmx.de To: help-glpk@gnu.org Subject: Read Excel data into subscripted set Date: Fri, 26 Oct 2012 14:46:44 +0200 Hi, I have troubles with reading a 2-dimensional table in MS Excel and putting the data into a subscripted set. In a first step, I try

Re: [Help-glpk] binary variabel

2012-09-25 Thread Andrew Makhorin
I have a problem in mixed integer linear proramming The problem has variable named g , u and parameter named b u is binary variabel, g integer and b is parameter g will have value 0, if u=0 and g=b if u=1 How can i write this problem? Please see

Re: [Help-glpk] Difficulties in understanding message on reading data file

2012-09-25 Thread Andrew Makhorin
I'm having difficulties on understanding the error message related to reading data file. hub-location_10.dat:112: 10 items missing in data group beginning with _u Didn't I use the correct number of parameters and set? Your syntax is incorrect. Please see an example on page 51 of

Re: [Help-glpk] IRR (Internal Rate of Return) using MathProg

2012-09-16 Thread Andrew Makhorin
It is well known, and your links show how, to use Newton's algorithm (aka Newton Raphson's algorithm) to find the IRR, since it's really find a root of a polynomial (see the other post by Jeffery Kantor, which also describes the fact that depending on the cash flows, there could be multiple

Re: [Help-glpk] IRR (Internal Rate of Return) using MathProg

2012-09-14 Thread Andrew Makhorin
Erwin manage to implement IRR using GAMS (below). http://yetanothermathprogrammingconsultant.blogspot.com.au/2010/03/calculating-irr-internal-rate-of-return.html Any GAMS expert in the list who might be able to help translate this GAMS IRR script into MathProg IRR script. Literal

[Help-glpk] [Fwd: multiplication of linear forms not allowed]

2012-09-13 Thread Andrew Makhorin
Forwarded Message From: jjqcat jjqcat jjq...@gmail.com To: help-glpk@gnu.org Subject: Date: Thu, 13 Sep 2012 11:01:43 +0800 Hi, I don't know how to represent this formula: both p and KS are varibles, how to use multiplication for tow vars s.t. psiM{i in I, j in J, k in K}:

[Help-glpk] [Fwd: Trouble Linking with GLPK]

2012-09-12 Thread Andrew Makhorin
Forwarded Message From: Eric Anjie Guo ag...@cornell.edu To: help-glpk@gnu.org Subject: Trouble Linking with GLPK Date: Wed, 12 Sep 2012 10:30:46 -0400 Hi All, Sorry for the spam. I'm learning how to use GLPK, but seem to have trouble linking with the library. I compiled

[Help-glpk] [Fwd: Specify initialization for MIP]

2012-09-09 Thread Andrew Makhorin
Forwarded Message From: Ankit Gandhi ankit.gandhiu...@students.iiit.ac.in To: help-glpk@gnu.org Subject: Specify initialization for MIP Date: Mon, 10 Sep 2012 02:10:56 +0530 Hi, I have been trying to solve MIP which contains around 1 integer variables. Well, problem is very

Re: [Help-glpk] different result

2012-09-02 Thread Andrew Makhorin
i already solve a problem with glpk, but i want to validate it with calculate the objective function in excel but i have the different value between objective function in glpk and excel. glpk's objective function was 1805582104 , but if i calculate it with excel it was 1838084829 hereby i

Re: [Help-glpk] C API: Setting up a least-absolute-deviation

2012-09-01 Thread Andrew Makhorin
I've got this type of model working using MathProg and glpsol, but now I'm trying to figure out how to translate it to the strict form required by the C API. Has anyone done this? What's the best way to go about it? I'm going to need high performance on some large problems. For

Re: [Help-glpk] AMPL book now free to download

2012-08-30 Thread Andrew Makhorin
there are differences in the details. Thank you very much for your information and for making the AMPL book freely available. Andrew Makhorin ___ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk

[Help-glpk] [Fwd: Implementation problems]

2012-08-29 Thread Andrew Makhorin
Forwarded Message From: Sascha Anke sascha.a...@gmail.com To: help-glpk@gnu.org Subject: Implementation problems Date: Thu, 30 Aug 2012 03:30:13 +0200 Hi, I am trying to implement a model that is only given to me in a conceptual form in GUSEK using GLPK. When I try to solve

[Help-glpk] [Fwd: MathProg model processing error: field CPT missing in input table]

2012-08-28 Thread Andrew Makhorin
Forwarded Message From: Robert Schroeder h2o...@gmail.com To: help-glpk@gnu.org Subject: MathProg model processing error: field CPT missing in input table Date: Tue, 28 Aug 2012 02:06:59 -0500 Hi, I'm having trouble reading data from an input table. Funny thing is I get the

Re: [Help-glpk] MathProg model processing error: field CPT missing in input table

2012-08-28 Thread Andrew Makhorin
I'm having trouble reading data from an input table. Funny thing is I get the same basic error no matter if I use a CSV file or an Access table (via ODBC). I'm very new to GLPK and the modelling language, so perhaps I'm missing a key point, but I'm able to fill other Sets and Parameters

Re: [Help-glpk] (no subject)

2012-08-25 Thread Andrew Makhorin
I installed GLPK as a package in UBUNTU. I did exactly how is wrutten in http://en.wikibooks.org/wiki/GLPK/Linux_packages When I tried to compile my file in C which calls the api routines I got a message that glpk.h:29:20: fatal error: glpios.h: No such file or directory. Looks like gcc

[Help-glpk] [Fwd: Re: [No Memory Available Error]]

2012-08-18 Thread Andrew Makhorin
Forwarded Message From: Aly Megahed a...@gatech.edu To: Robbie Morrison rob...@actrix.co.nz, glpk xypron xypron.g...@gmx.de Cc: GLPK help help-glpk@gnu.org Subject: Re: [Help-glpk] [Fwd: No Memory Available Error] Date: Sat, 18 Aug 2012 08:31:16 -0400 (EDT) Thanks a lot for your

Re: [Help-glpk] Elwes (2012) on the Hirsch conjecture and the simplex algorithm

2012-08-17 Thread Andrew Makhorin
An interesting article on the simplex algorithm. Journalistic, but written by a mathematician from the University of Leeds, UK. Elwes, Richard. 2012. The algorithm that runs the world. New Scientist v215 no2877 p32-37. doi:10.1016/S0262-4079(12)62078-8 web :

[Help-glpk] [Fwd: No Memory Available Error]

2012-08-15 Thread Andrew Makhorin
Forwarded Message From: Aly Megahed a...@gatech.edu To: glpk xypron xypron.g...@gmx.de Cc: help-glpk@gnu.org Subject: No Memory Available Error Date: Wed, 15 Aug 2012 09:58:24 -0400 (EDT) Hi guys, I have two questions: I am trying to solve a model that I generate its data

Re: [Help-glpk] var between 2 parameters

2012-08-09 Thread Andrew Makhorin
I follow your suggestions and I considered the following situation: var check_t1 {(m,k) in FERMI, (j,p,m) in V_TECNOLOGICI } binary; param BigP := max {(j,p) in FERMI} fine_fermo[j,p]; s.t. k2 {(m,k) in FERMI, (j,p,m) in V_TECNOLOGICI}: inizio_fermo[m,k] = start[j,p,m] + BigP *

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