Re: [Help-glpk] Multiple solutions for a binary MIP problem?

2010-01-29 Thread Michael Hennebry
On Fri, 29 Jan 2010, Pavel Klinov wrote: I wonder if glpk can provide me with several optimal solutions for a 0-1 IP instance (seems not, but I thought I'd ask). I assume I could use glpk as an oracle that only returns one solution and simply search around (as suggested in, e.g., [1]), but a mor

Re: [Help-glpk] Multiple solutions for a binary MIP problem?

2010-02-01 Thread Michael Hennebry
On Mon, 1 Feb 2010, Pavel Klinov wrote: Andrew, Michael, thanks a lot for the replies. Andrew, this is roughly what I meant by "searching around". The only difference is that I also modify the objective function to maximize diversity and add another constraint to make sure that all subsequent s

Re: [Help-glpk] Continuing search after time-out

2010-02-04 Thread Michael Hennebry
On Thu, 4 Feb 2010, Pavel Klinov wrote: If B&C search gets interrupted due to time-out and but then is run again, does it start from scratch or is it able to continue from where it stopped? Is there a way for it to store all the internal data structures and continue? Basically I want GLPK MIP s

RE: [Help-glpk] Multi-ranged column bounds

2010-02-11 Thread Michael Hennebry
On Thu, 11 Feb 2010, Ariel Daliot wrote: Thanks for the reply. The trick of using an auxiliary binary variable z: 5 * z <= x <= 10 * z to make x become semi-continuous 5<=x<=10 or x=0, effectively turns a continuous problem into a mixed integer problem with all its woes. Any idea how to circum

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

2010-04-05 Thread Michael Hennebry
On Mon, 5 Apr 2010, hncp wrote: In my previous post I have been wrong in identifying the constraint. What I actually need is something like XOR operator, not AND operator, i.e. z[i] = p[i] xor p[i+1] There are 8 elements of {0, 1}**3. In this case, 4 of them need to be eliminated. Just add 4 c

Re: [Help-glpk] Thread safety of GLPK

2010-04-13 Thread Michael Hennebry
On Tue, 13 Apr 2010, Hammond, Paul wrote: I #8217;d like to know if GLPK (the C lib) is not thread safe? If not, are there any plans to ever make it thread safe? We get occasional core dumps in a multi-threaded environment which we think are related to thread safety as we get a SIGSEGV inside GL

RE: [Help-glpk] Thread safety of GLPK

2010-04-14 Thread Michael Hennebry
On Wed, 14 Apr 2010, Hammond, Paul wrote: I'm thinking since it is written in C, and C is source compatible with C++, since C++ does support locking in threads, if one was to treat it as a C++ app written mostly in C, it may be possible to multi-thread it without a huge rewrite? C++ doesn't

RE: [Help-glpk] Thread safety of GLPK

2010-04-14 Thread Michael Hennebry
On Wed, 14 Apr 2010, Hammond, Paul wrote: So I guess I just don't mean thread safe, I mean thread hot, as in I can have multiple GLPK computations going in separate threads simultaneously which don't need to synchronize on anything or if they do, it's for a very small part of the computation

Re: [Help-glpk] Thread safety of GLPK

2010-04-23 Thread Michael Hennebry
On Fri, 23 Apr 2010, Louis Wasserman wrote: After several from-scratch attempts, I get the following (probably simple) error from make LIBS=-lpthread:                    make[2]: Entering directory `/home/lowasser/glpk-4.43/examples #39; /bin/bash ../libtool --tag=CC   --mode=link gcc  -g -O2

Re: [Help-glpk] GLPK vs. SCIP for solving MIP

2010-04-26 Thread Michael Hennebry
On Mon, 26 Apr 2010, Lifit wrote: Excellent suggestion. I followed your advice, translated into LP, and got scip to solve my problem (with no extra settings) in less than 20min. I also tried writing out to MPS (both wmps and freemps), but for some reason scip produced incorrect results. My re

Re: [Help-glpk] if...then...else

2010-06-25 Thread Michael Hennebry
On Fri, 25 Jun 2010, glpk xypron wrote: see the example below. if w[s] = 0 then inc[s] = 0 else inc[s] = 1 Your "if" is modelled as s.t. indicator{s in S} : w[s] <= M * inc[s]; M should be chosen as small as is possible without restricting the solution. Possibly better: w[s] <= M[s] * i

Re: [Help-glpk] What can cause the error "Error detected in file glpios02.c"

2010-07-21 Thread Michael Hennebry
On Wed, 21 Jul 2010, Serveh Shalmashi wrote: I am using GLPK under octave interface for a mixed integer programming problem, however when running the solver I am facing the following error: Assertion failed: a != a The implication is that a is a NaN (not a number). Somewhere a divison by 0,

Re: [Help-glpk] What can cause the error "Error detected in file glpios02.c"

2010-07-22 Thread Michael Hennebry
On Wed, 21 Jul 2010, Silly Me wrote: On Wed, 21 Jul 2010, Serveh Shalmashi wrote: I am using GLPK under octave interface for a mixed integer programming problem, however when running the solver I am facing the following error: Assertion failed: a != a The implication is that a is a NaN (no

Re: [Help-glpk] How to call GLPK in C/C++?

2010-08-30 Thread Michael Hennebry
On Mon, 30 Aug 2010, xiaomi wrote: Is there a totural for how to call GLPK in my own C/C++ programming? There is example code. And there is a more serious problem: I saw GLPK uses many memories when it runs longer. If my own C/C++ programming uses almost all the memories like open a huge mat

Re: [Help-glpk] Can I simulate step function in GLPK?

2010-09-01 Thread Michael Hennebry
On Wed, 1 Sep 2010, xiaomi wrote: I am considering to use the property that the result of GLPK is non-negative to simulate step function as follows: for example: step function y=u(5); minimize y y<=M(x-5) , where M is a large number to simulate sharp slope. y<=1; It seems to imply that when y<=

Re: [Help-glpk] Can I simulate step function in GLPK?

2010-09-02 Thread Michael Hennebry
On Wed, 1 Sep 2010, xiaomi wrote: Thanks, Michael. I am sorry there are several typo in my original statement. Let me recify it as follows: for example: step function y=u(5); maxmize y y<=M(x-5) , where M is a large number to simulate sharp slope. y<=1; The only wired thing is that when x<5, y

Re: [Help-glpk] Problem on running a glpsol .bat file from VBA

2010-09-10 Thread Michael Hennebry
On Thu, 9 Sep 2010, JoaoFlavio wrote: I'm trying to run a .bat file from VBA. It runs with any application, but not with glpsol. The code is below: Sub Run_Glpk() Dim Address As String Dim Comando As Variant Commando Dim Result As Variant Address = "C:\Solver\SNP_48\" Comand

Re: [Help-glpk] non-linear integer problem

2010-09-26 Thread Michael Hennebry
On Sun, 26 Sep 2010, Carlos Herrera wrote: with 4.13 version). In spite of the not very related subject, my question is, does somebody knows a "free solver" to solve a non-linear constrained problem or some method to linearize the product between integer and binary variables?. My model has one v

Re: [Help-glpk] Subject to two conditions

2010-11-10 Thread Michael Hennebry
On Wed, 10 Nov 2010, Suleyman Demirel wrote: Usually, if you have an either/or constraint, you should define a binary variable, say y, taking only 0-1 value. If y=0, the sum is less than zero, if y=1, the sum is greater than two. Let M be a very large number (M=1000).Then, you should ha

Re: [Help-glpk] Problem representing c = min (a, b)

2010-11-18 Thread Michael Hennebry
On Thu, 18 Nov 2010, pradeep wrote: one stupid way may be is a+x=b+y u<=x M*u>=x v<=y M*v>=y u+v<=1 c=a+(b-a)v u,v binary x,y integer >=0 M - large integer Too complicated, too many integer variables and too big an M. The following constraints are valid and should be in any method: c<=a c<=b

Re: [Fwd: Re: [Help-glpk] ANNOUNCEMENT: OptimJ solver link for GLPK/Java]

2011-01-20 Thread Michael Hennebry
On Wed, 19 Jan 2011, Andrew Makhorin wrote: Forwarded Message From: chtimax To: Help-glpk@gnu.org Subject: Re: [Help-glpk] ANNOUNCEMENT: OptimJ solver link for GLPK/Java Date: Wed, 19 Jan 2011 05:48:23 -0800 (PST) Hello Robie and All, Accept my apologies for the confusion in

Re: [Help-glpk][Problem for multi-thread]

2011-01-27 Thread Michael Hennebry
On Thu, 27 Jan 2011, Marco Giuntoli wrote: I have a question to ask: In my problem I am analyzing different scenarios (independent of each other) and each one must make a MIP optimization. Using OpenMP directives can not go to every single thread on each scenario because I glpk return number o

Re: [Help-glpk] shiftcover.mod - generate different solutions

2011-02-21 Thread Michael Hennebry
On Fri, 18 Feb 2011, Xypron wrote: In the appendix the shiftcover model is changed to only use binary variables. This makes excluding possible solutions much easier. The idea for the conversion is replacing integer variables (crew[s]) by sums of powers of two times binary variables (sum{i in

Re: [Help-glpk] shiftcover.mod - generate different solutions

2011-02-21 Thread Michael Hennebry
On Mon, 21 Feb 2011, glpk xypron wrote: Hello Michael, If all variables and constraint coefficients are integer, a single constraint on the nonbasic variables will exclude the current solution without excluding any other integer solutions. How do you define "nonbasic variable" in a MIP soluti

Re: [Help-glpk] [Fwd: Scaling: Which? and Suppressing output]

2011-02-24 Thread Michael Hennebry
On Thu, 24 Feb 2011, GLENN RHOADS wrote: A: min|aij| = 4.000e-01 max|aij| = 2.800e+00 ratio = 7.000e+00 Problem data seem to be well scaled Thanks. That solves the excessive output problem. Any suggestions on which scaling method might be preferred for my application? I think what is h

Re: [Help-glpk] Re: Initial Basis

2011-03-28 Thread Michael Hennebry
On Mon, 28 Mar 2011, Andrew Makhorin wrote: Suppose I solve a linear programming problem with the simplex algorithm, then change a row of coefficients. I then change the previously found optimal basis slightly or not at all (by one or zero variables -- both cases are relevant here) so that the n

Re: [Help-glpk] Size of big-M changes solution of MIP problem

2011-04-08 Thread Michael Hennebry
On Thu, 7 Apr 2011, Yaron Kretchmer wrote: The problem is a stock hedging problem, with one of the component of a correct hedge being that the strike price of the option is >= the value of the stock. The enclosde model should have no solution, since I'm fixing the variable such that the price of

Re: [Help-glpk] Option to set to generate all solutions

2011-04-12 Thread Michael Hennebry
On Mon, 11 Apr 2011, Klas Markström wrote: I think that Jeff had approximately the right idea. In the callback to check possible integer feasible solutions test whether it is actaully fesible. If so, add it to your list, add a constraint and declare it infeasible. If not, proceeed as usual. At th

Re: [Help-glpk] [Fwd: mip behavior]

2011-04-15 Thread Michael Hennebry
On Fri, 15 Apr 2011, Andrew Makhorin wrote: Currently the objective granularity check is disabled because of the new mip preprocessor, which is still incomplete. Sorry. If you know that your objective is integer, you may specify an appropriate mip gap as Marcelo suggested (say, 0.06 for your ex

Re: [Help-glpk] Linearising LP constraints and SOS2

2011-05-25 Thread Michael Hennebry
On Wed, 25 May 2011, Paolo Rossi wrote: 1) How can I linearise a constraint of the type – x1 <= x2*bx1 where bx1 is binary and x2 is a positive real which arises as a result of a linearisation through using SOS2 and x1 is a positive real decision variable x1 <= x2 if bx1==1 x1 <= 0 i

Re: [Help-glpk] Solution Ranking

2011-05-26 Thread Michael Hennebry
On Wed, 25 May 2011, Terry wrote: I guess the answer is no: http://en.wikibooks.org/wiki/GLPK/Modeling_tips#All_optimal_solutions That's disappointing. The suggestion is to add a constraint to make the optimal solution infeasible and run it again. I'm afraid that is too inefficient for my ap

Re: [Help-glpk] Solution Ranking

2011-05-26 Thread Michael Hennebry
On Thu, 26 May 2011, Lou Hafer wrote: If you don't already know the optimal objective, the problem becomes one of collecting solutions and regularly purging the collection as better solutions are discovered. Back in the solver, the run time mounts because you cannot do effective pruning

Re: [Help-glpk] Solution Ranking

2011-05-27 Thread Michael Hennebry
On Thu, 26 May 2011, Terry wrote: More specifically I want what this would give me: Repeat X times: 1. Run the solver to get an optimum solution. 2. Add a constraint to make the last found optimal solution infeasible. 3. Go to step 1. These are "the top X solutions" that I want. X could be bet

Re: [Help-glpk] minimising after maximising

2011-06-05 Thread Michael Hennebry
On Sun, 5 Jun 2011, Nick Farrell wrote: I'm pretty new to linear programming and would like a quick tip. In the script below, what I *want* to happen is that I first choose the worst (ie: max) of x[p] and 3, and then solve for the minimum sum of these values. z[j]>=x[j] z[j]>=3 ie: I would

Re: [Help-glpk] minimising after maximising

2011-06-06 Thread Michael Hennebry
[j] (1-b[j]) where the b's are new binary variables and the M's and N's are new, possibly large, constants. Selecting their values is left as an exercise for the reader. On Mon, Jun 6, 2011 at 11:24 AM, Michael Hennebry < henne...@web.cs.ndsu.nodak.edu> wrote: On Sun, 5 Ju

Re: [Help-glpk] power of: calculate 2^x from variable x

2011-06-08 Thread Michael Hennebry
On Tue, 7 Jun 2011, malekro wrote: i am trying to calculate 2^x from a variable x. i already spent several hours and with the help of archived posts i thought i have the solution. unfortunately i cannot figure out why the code below returns an empty result or malforms the x variable, i think the

Re: [Help-glpk] [Fwd: Re: [Fwd: Find nearest point]]

2011-06-15 Thread Michael Hennebry
On Thu, 16 Jun 2011, Andrew Makhorin wrote: Forwarded Message From: Paul Chavent To: glpk xypron Cc: Andrew Makhorin , help-glpk@gnu.org Subject: Re: [Help-glpk] [Fwd: Find nearest point] Date: Wed, 15 Jun 2011 22:17:03 +0200 It works with a smallest value ! In the wikibo

Re: [Help-glpk] [Fwd: How to access variables by names]

2011-06-16 Thread Michael Hennebry
On Thu, 16 Jun 2011, Andrew Makhorin wrote: Forwarded Message From: Lounes BENTAHA To: help-glpk@gnu.org Subject: Help Date: Thu, 16 Jun 2011 11:36:20 +0200 I'm user of GLPK as a C library, i find it more handy, practical and What i can't or i don't know how doing it is

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

2011-06-19 Thread Michael Hennebry
On Sun, 19 Jun 2011, Sarad AV wrote: How do we solve Integer Linear Programming formulations of the Travelling Salesman Problem as in this URL http://support.sas.com/documentation/cdl/en/ormpug/63352/HTML/default/viewer.htm#ormpug_milpsolver_sect020.htm where there is a multiplication operator

Re: [Help-glpk] constraint numbering in glpk

2011-07-06 Thread Michael Hennebry
On Wed, 6 Jul 2011, Andrew Makhorin wrote: Note that the very first row of N type is also used as the objective function row (i.e. its coefficients are duplicated and stored separately), so you can remove that row from the problem object with glp_del_rows to restore the numbering, which you expe

Re: [Help-glpk] numerical instability

2011-07-08 Thread Michael Hennebry
On Fri, 8 Jul 2011, Akhil langer wrote: Andrew, Thanks, Andrew. The NaN problem has been resolved. However, I keep getting the following warning: Warning: numerical instability (primal simplex, phase I) Please note that I have been using INT_MAX as the upper bound for some columns. Could that

Re: [Help-glpk] numerical instability

2011-07-08 Thread Michael Hennebry
On Fri, 8 Jul 2011, Akhil langer wrote: Michael, Andrew I changed the code and all the variables now have fixed upper bound ( 1000 units). But I am still getting the Numerical instability warnings. In my program, the size of the model increases in each solve. Is the instability because of the i

Re: [Help-glpk] numerical instability

2011-07-11 Thread Michael Hennebry
On Mon, 11 Jul 2011, Akhil langer wrote: @Robbie: The problem was very badly scaled (according to the definition given in the wiki). I used glp_scale_prob() but the warnings persist. In the program, the model gets modified with addition and deletion of rows between optimizations. Can I expect th

Re: [Help-glpk] numerical instability

2011-07-12 Thread Michael Hennebry
On Tue, 12 Jul 2011, Meketon, Marc wrote: I thought that the three different basis factorization methods that Andrew developed were meant to improve numerical stability (at the cost of speed). Has anyone tried these? Using "glpsol" the options are (this comes from the glpsol --help usage st

Re: [Help-glpk] Is enumeration/counting of MIP solutions planned in GLPK?

2011-07-15 Thread Michael Hennebry
On Thu, 14 Jul 2011, Yuri wrote: It is often very advantageous to be able to know the number of solutions, or enumerate them instead of getting only one optimal solution as glpk does now. Is such feature planned in GLPK? It's not planned in anything. 'Tis a rather big job. -- Michael henn

Re: [Help-glpk] Re Is enumeration/counting of MIP solutions planned

2011-07-16 Thread Michael Hennebry
On Sat, 16 Jul 2011, Yuri wrote: I know about this method, but unfortunately it always requires GLPK to solve the problem again not reusing the results of the previous computation(s). I suspect that the best you can do is to lie to the feasibility checker and keep your own set of books. That w

Re: [Help-glpk] Re Is enumeration/counting of MIP solutions planned

2011-07-18 Thread Michael Hennebry
On Sun, 17 Jul 2011, Yuri wrote: On 07/16/2011 11:16, Michael Hennebry wrote: I suspect that the best you can do is to lie to the feasibility checker and keep your own set of books. That will require generating all solutions. Do you refer to some callback that feasibility checker calls or

Re: [Help-glpk] Getting the feasible region

2011-08-11 Thread Michael Hennebry
On Thu, 11 Aug 2011, Vinay Kolar wrote: I have a set of linear constraints. I am interested in finding the feasible region and not the optimal value. Is there a way to get the feasible region in glpk? The constraint set already describes the feasible region. What more do you want? -- Michael

Re: [Help-glpk] glp_get_status

2011-10-17 Thread Michael Hennebry
On Tue, 18 Oct 2011, Robbie Morrison wrote: That said, it is better programming practice to use the macros and not their definitions. There is no guarantee that these definitions will remain unchanged. Perhaps he is printing them out in decimal and wants to know the significance of the number

Re: [Help-glpk] glp_get_status

2011-10-18 Thread Michael Hennebry
On Tue, 18 Oct 2011, Andrew Makhorin wrote: Yes when I print status I got numbers but I would like to have OPT ... switch (glp_get_status(lp)) { case GLP_OPT: s = "OPTIMAL"; break; case GLP_INFEAS: case GLP_NOFEAS: s = "INFEASIBLE"; break; . . . } number_to_name.h

Re: [Help-glpk] Need some help: very urgent

2011-10-18 Thread Michael Hennebry
On Tue, 18 Oct 2011, Andrew Makhorin wrote: the normal way to solve small traveling salesman problems is: Solve the LP problem without subtour constraints. Identify subtours. Add subtour constraints. Resolve the LP Repeat the last two steps until no new subtour arises. With this algorithm, on

Re: [Help-glpk] Division

2011-10-19 Thread Michael Hennebry
On Wed, 19 Oct 2011, Kasper Tordrup wrote: s.t. phase{u in U, j in 1..3}: sum{s in S} ((ps[s] * y[s,j,u]) / o[s,u]) = d[j,u]; But since division with o[s,u] is not linear I can't do that. So can anyone explain how one could make the constraint linear? set S; set U; param ps {s in S}, integer,

Re: [Help-glpk] Division

2011-10-21 Thread Michael Hennebry
On Fri, 21 Oct 2011, Kasper Tordrup wrote: Thx for the answers guys. They helped a lot. And yes, there is an error. o should be > 0 but for some reason if I change that, GLPK says "strict bound not allowed"? o is in the range 1..3 C is expected to be in 1..10 plus/minus S could be as large as 2

Re: [Help-glpk] [Fwd: Binary programming and simplex]

2011-11-04 Thread Michael Hennebry
On Thu, 3 Nov 2011, cas...@istar.ca wrote: With Linear Programming you get fractional answers; UNLESS the coefficient matrix is totally unimodular and the b vector has all integer components. That is certainly sufficient, but it is not necessary. min y st 2x + 3y >= 5 -2x + 3y >= 1 No tot

Re: [Help-glpk] [Fwd: help]

2011-11-27 Thread Michael Hennebry
On Sun, 27 Nov 2011, Andrew Makhorin wrote: Forwarded Message From: jjqcat jjqcat To: help-glpk@gnu.org Subject: help Date: Sat, 26 Nov 2011 23:07:23 +0800 Hi, I'm interested in GLPK and want to use it to solve my problem that is fitness: a set of integer order 70.8

Re: [Help-glpk] Indicator constraints

2011-12-17 Thread Michael Hennebry
On Fri, 16 Dec 2011, Xypron wrote: users of GLPK have had often had problems with the accuracy of big M formulations. The trick to using big M is to do the math to get the smallest Ms that will work. In CPLEX big M formulations can be replaced by indicator constraints. This is a constraint s

Re: [Help-glpk] How to return the best MIP solution when the branch & cut tree is exceeds memory limit (API implementation)

2011-12-28 Thread Michael Hennebry
On Wed, 28 Dec 2011, Ruben Proano wrote: I have been using GLPK as an API to solve a MIP problem coded in C++. The model and glpk work well, but when the branch and cut tree is too large and it exceeds the memory I allocated in the callback function, the program halts. How can I change the call

Re: [Help-glpk] How can I define bounds for a two dimensional variable easily?

2012-01-24 Thread Michael Hennebry
On Tue, 24 Jan 2012, Raketenschnitzel wrote: The specialty about this is the easy form of the constraint: one column its always the same number. Like that: power1 power2 power3 january c1 c2 c3 februaryc1 c2

Re: [Help-glpk] Can I combine "glp_mpl_read_model(, , 1)" with programmatically supplied data and also programmatically access results?

2012-02-07 Thread Michael Hennebry
On Tue, 7 Feb 2012, Philipp Bachmann wrote: I have a MathProg model on the one hand and want to supply its input not using glp_mpl_read_data(), but programmatically on the other hand. Also I want to fetch the results after calling the solver not via a file, but programmatically. From Andrew's

Re: [Help-glpk] interfaces and platforms

2012-02-07 Thread Michael Hennebry
On Wed, 8 Feb 2012, Harley wrote: I think Robbie's comments were in response to the 'more reliable' part of your email. Robbie has worked very hard on the wikibook for GLPK and it is an excellent reference and it is not wikipedia as it has been created by the GLPK users but also has not been f

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

2012-02-25 Thread Michael Hennebry
On Thu, 23 Feb 2012, Joey Rios wrote: Oh, I'm the author of dwsolver. My interest is in doing some computational tests on 'real' problems. Turns out it's hard (in the NP sense, I think) to decompose a given LP instance into the correct form for DW decomposition. It's much easier to generat

Re: [Help-glpk] finding integer solutions gives seemingly infinite loop

2012-04-04 Thread Michael Hennebry
On Tue, 3 Apr 2012, John Perry wrote: From a previous conversation, I understand that setting upper bounds for integer solutions helps the mip preprocessor find feasible solutions for minimization problems that have no maximum. I can make this work with the systems I'm solving right now, but

Re: [Help-glpk] finding integer solutions gives seemingly infinite loop

2012-04-04 Thread Michael Hennebry
On Wed, 4 Apr 2012, John Perry wrote: Michael Hennebry wrote on Wednesday, April 04, 2012, On Tue, 3 Apr 2012, John Perry wrote: From a previous conversation, I understand that setting upper bounds for integer solutions helps the mip preprocessor find feasible solutions for minimization

Re: [Help-glpk] Linker error while compiling with glpk.h

2012-04-09 Thread Michael Hennebry
On Tue, 10 Apr 2012, Psalm Niranjan wrote: When I try to compile a C program using glpk functions, I get the the following error at the linker. I've checked the include path and it contains glpk.h and the lib contains libglpk. I'm compiling on a 64-bit machine running ubuntu 11.10 /tmp/ccPR8ZKY

Re: [Help-glpk] Linker error while compiling with glpk.h

2012-04-10 Thread Michael Hennebry
On Tue, 10 Apr 2012, Andrew Makhorin wrote: Probably you forgot to specify the glpk object library for the linker, i.e. 'gcc ... -lglpk ...' . I've a #include and i'm compiling with -lglpk This error is not related to glpk; it is a linker error meaning that the glpk object library is not

Re: [Help-glpk] Fair soccer team split problem

2012-04-13 Thread Michael Hennebry
On Fri, 13 Apr 2012, Andreas F wrote: For a team of 17 kids I am assigned to split the group into 2 teams for each match. Lets say there are 20 matches in a season. The objective is to divide the group such that each kid spend equally many matches together with any other kid (i.e. no two ki

Re: [Help-glpk] Stop criterion

2012-04-13 Thread Michael Hennebry
On Fri, 13 Apr 2012, glpk xypron wrote: Hello Andrew, for assigment problems where the objective can only be integer the lower bound of each node in the search tree can always be rounded to the next lower/higher integer (depending on optimization direction). Probably automatic identification

Re: [Help-glpk] fraction with vars

2012-04-27 Thread Michael Hennebry
On Fri, 27 Apr 2012, Kasper Tordrup wrote: I have a problem with calculating a fraction, the reason is that both the nominator and denominator are variables. So I am looking for some way to make this linear: x_suj = p_s * (y_suj/w_su) or well just find what this fraction is: y_suj/w_su where p_s

Re: [Help-glpk] fraction with vars

2012-04-27 Thread Michael Hennebry
On Fri, 27 Apr 2012, glpk xypron wrote: # Solve # x = p * y / w # where x, y, w are natural numbers and # p = 11 / 17 # x in [23, 100] # y in [10, 200] # w in [3, 7] param eps := 1E-5; param M := 1000; param w_min := 3; param w_max := 7; param p := 11 / 17; set I := {w_min..w_max}; var w{I}

Re: [Help-glpk] fraction with vars

2012-04-28 Thread Michael Hennebry
On Sat, 28 Apr 2012, Andrew Makhorin wrote: I have a problem with calculating a fraction, the reason is that both the nominator and denominator are variables. So I am looking for some way to make this linear: x_suj = p_s * (y_suj/w_su) or well just find what this fraction is: y_suj/w_su where

Re: [Help-glpk] fraction with vars

2012-04-28 Thread Michael Hennebry
Divisiblilty can be used to reduce the problem somewhat. On Fri, 27 Apr 2012, Michael Hennebry wrote: # Solve # x = p * y / w # w * pd * x = pn * y # where x, y, w are natural numbers and # p = 11 / 17 # pn = 11 # pd = 17 # x in [23, 100] # y in [10, 200] # w in [3, 7] # Since pn/pd is in

Re: [Help-glpk] fraction with vars

2012-05-02 Thread Michael Hennebry
On Wed, 2 May 2012, Kasper Tordrup wrote: After looking over Xypron's example, it became clear to me that you lack some information, sorry for that. The x represent a percentage of p that I need, and this means that y is <= to w. So summing up: x will always be <= to p. y will always be <= to w.

Re: [Help-glpk] Fwd: fraction with vars

2012-05-02 Thread Michael Hennebry
On Wed, 2 May 2012, Kasper Tordrup wrote: So, as an example p=1000, y=1 and w=3 and so I want to find x=333. Does this make it a bit more clear? Yes. w and y are arrays of non-negative integer variables. p is a vector of positive integers. x is an array of continous variables. If w_su is

Re: [Help-glpk] binary boolean

2012-05-04 Thread Michael Hennebry
On Fri, 4 May 2012, Andrew Makhorin wrote: Since the conversion from mathematical formulation to constraints is systematic , could this be added to marhprog? No, it is not. There exist infinitely many mip descriptions of the same integer set. Even z = x OR y can be formulated in infinitely

Re: [Help-glpk] binary boolean

2012-05-05 Thread Michael Hennebry
On Sat, 5 May 2012, Andrew Makhorin wrote: 3. Yet another description (as pointed out by Erwin and Michael) z >= x z >= y z <= x+y It is a good description, because all inequalities are facet-defined (until the mip instance includes other constraints). Together with z<=1, it is *

Re: [Help-glpk] "The conflict graph is either empty or too big"

2012-05-22 Thread Michael Hennebry
On Tue, 22 May 2012, spiritfire wrote: By doing some researches I found out that my code is doing fine but the problem is hard to solve. I would like to fasten the solver by reducing the precision from 9 to 7 digits. Is it possible ? Or by reducing the number of iterations but I do not know how

Re: [Help-glpk] "The conflict graph is either empty or too big"

2012-05-22 Thread Michael Hennebry
On Tue, 22 May 2012, spiritfire wrote: What about increasing the error? I don't really care about having the optimal solution, I do not need such a precision. How can I change it ? Because if I stop it before it finds the optimal solution, than I get no results I whish to be able to view a s

Re: [Help-glpk] Conditions for glpsol

2012-05-24 Thread Michael Hennebry
On Thu, 24 May 2012, esma mehiaoui wrote: Could somebody tell me how to express the following condition in a linear constraint ? if A = 1 and B = 1 then C = 1  if A = 1 and B = 0 then C = 0 if A = 0 and B = 1 then C = 0 if A = 0 and B = 0 then C = 0 Ps: just for precision it is not a logic

Re: [Help-glpk] Absolute Value

2012-05-29 Thread Michael Hennebry
On Tue, 29 May 2012, Andrew Makhorin wrote: How to express |A-B|>=C for glpsol ? A,B and C are a boolean variables One way is to evaluate the truth table and then use CNF description. See http://lists.gnu.org/archive/html/help-glpk/2012-05/msg00013.html for more details. The referenced

Re: [Help-glpk] Condition for glpsol

2012-05-29 Thread Michael Hennebry
On Tue, 29 May 2012, esma mehiaoui wrote: Is it possible to expresse the following condition ?   if A+B = C+D = 1 then R = 1 else R=0 R is boolean. If the others are also boolean, then there are six minimal CNF clauses. -- Michael henne...@web.cs.ndsu.nodak.edu "On Monday, I'm gonna have to

Re: [Help-glpk] help

2012-06-26 Thread Michael Hennebry
On Tue, 26 Jun 2012, Daniele Micarelli wrote: I have to solve a linear programming problem with the language and I'm planning mathprog I have difficulty writing the following constraint: ΣΣ r (i) * x (i, t) <= R where the first summation is true for all belonging to the W and the second summatio

Re: [Help-glpk] glpsol, arbitrary precision and large numbers

2012-06-30 Thread Michael Hennebry
On Fri, 29 Jun 2012, Andrew Makhorin wrote: When this is solved (with --exact --noscale), glpsol tells me "INTEGER OPTIMAL SOLUTION FOUND" and the variable assignments in the solution are as follows: No.Column name Activity Lower bound Upper bound --

Re: [Help-glpk] info

2012-07-30 Thread Michael Hennebry
On Mon, 30 Jul 2012, Xypron wrote: * The routine ios_relative_gap computes the relative mip gap using the * formula: * * gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON) Beware: The mip gap may rise while you solution gets better: Ouch. Not a good formula. Integer optimizat

Re: [Help-glpk] info

2012-08-01 Thread Michael Hennebry
On Wed, 1 Aug 2012, Andrew Makhorin wrote: * The routine ios_relative_gap computes the relative mip gap using the * formula: * * gap = |best_mip - best_bnd| / (|best_mip| + DBL_EPSILON) Beware: The mip gap may rise while you solution gets better: Ouch. Not a good formula. This form

Re: [Help-glpk] function

2012-08-17 Thread Michael Hennebry
On Fri, 17 Aug 2012, Mate Hegyhati wrote: Hi Zvonko, maybe something like this? R >= 0 R <= P - PMIN*X R <= PMAX*X - P This fails for X=0. R >= 0 PMAX >= P >= 0 // might be redundant if X==1 P >= PMIN// might be redundant if X==1 R <= P - PMIN if X==1 R <= PMAX - P if X==0 P <= 0 i

Re: [Help-glpk] Variable in logical expression

2012-08-24 Thread Michael Hennebry
On Fri, 24 Aug 2012, Mate Hegyhati wrote: For the aforementioned case the simplest solution is probably this: u = pos - neg; pos <= M * x; neg <= M * (1-x); where M is bigger than the maximum of |u| in this case, at most one of pos or neg is positive. If neg (u<0), then x must be 0, if it is

Re: [Help-glpk] Get number of columns from callback routine

2012-09-21 Thread Michael Hennebry
On Fri, 21 Sep 2012, glpk xypron wrote: for branching down on the most fractional variable you could use: I've read that that is not a particularly good criterion. That said, better criteria make more complex examples. -- Michael henne...@web.cs.ndsu.nodak.edu "On Monday, I'm gonna have to

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

2012-10-21 Thread Michael Hennebry
On Sun, 21 Oct 2012, Meketon, Marc wrote: Xypron used "M" as a large constant (e.g., ). Not as a binary variable. param M := ; var B{J,K} >= 0; s.t. a{j in J}: -M*sum{k in K}B[j,k] <= A[j] <= M*sum{k in K}B[j,k]; Simply picking a large value for one's big M is a bad idea. One

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

2012-10-22 Thread Michael Hennebry
On Sun, 21 Oct 2012, Meketon, Marc wrote: -Original Message- From: help-glpk-bounces+marc.meketon=oliverwyman@gnu.org [mailto:help-glpk-bounces+marc.meketon=oliverwyman@gnu.org] On Behalf Of Reginald Beardsley Sent: Sunday, October 21, 2012 10:46 AM To: glpk Subject: [Help-glpk

Re: [Help-glpk] Indexing a subset from 1..n

2012-11-27 Thread Michael Hennebry
On Wed, 28 Nov 2012, joel mortyn wrote: I have a set of Periods from which I create the subset OpenPeriods when the facility is open. param nPeriods;set Periods, default{1.. nPeriods};param FacilityOpen{p in Periods}, binary;set OpenPeriods:= setof{p in Periods: FacilityOpen[p] = 1} (p); The

Re: [Help-glpk] Optimization and Multicore GLPK

2012-12-27 Thread Michael Hennebry
On Thu, 27 Dec 2012, Patrik Dufresne wrote: Correct me if I'm wrong: With GLPK you may solve multiple problems at the same time using one thread for each problems. So, I don't understand why it's important to make GLPK thread safe. As long as you are manipulating the problem object with the same

Re: [Help-glpk] [Fwd: GNU Program]

2013-01-19 Thread Michael Hennebry
On Fri, 18 Jan 2013, Andrew Makhorin wrote: Forwarded Message From: Ali Raza 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 givi

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

2013-02-02 Thread Michael Hennebry
On Fri, 1 Feb 2013, Patrik Dufresne wrote: I'm using GLPK 4.47 on every platform. On Linux, I did compile it from source with default flags. For Windows, I pick the pre-compiled version provided by winglpk project. That might be the issue right there. Try running both on Windows or both on Lin

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

2013-02-05 Thread Michael Hennebry
On Sun, 3 Feb 2013, Martijn van Oosterhout wrote: 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

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

2013-02-05 Thread Michael Hennebry
On Wed, 6 Feb 2013, Martijn van Oosterhout wrote: On 5 February 2013 19:29, Michael Hennebry wrote: For the purposes of generating cycle-breaking constraints, you can probably "round" solution to integer: Anything >= 1-n**-2 rounds to one, everything else to 0. n is the size o

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

2013-03-06 Thread Michael Hennebry
Replace X with 11y+r . Add constraints as appropiate. -- Michael henne...@web.cs.ndsu.nodak.edu "On Monday, I'm gonna have to tell my kindergarten class, whom I teach not to run with scissors, that my fiance ran me through with a broadsword." -- Lily _

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

2013-03-16 Thread Michael Hennebry
On Fri, 15 Mar 2013, Joey Rios wrote: If I understand your question, you do have to find the decomposition or your LP yourself. It can be easy if you really understand the mathematical structure of you problem, or it can be very difficult if you are just looking at a huge constraint matrix w

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

2013-04-26 Thread Michael Hennebry
On Fri, 26 Apr 2013, Andrew Makhorin wrote: 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. I'd suggest that a better denominator would be |best_mip - root_lp| That would make the

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

2013-04-29 Thread Michael Hennebry
provide a better indication of how hard it would be to close the gap. That said, Andrew has already expressed an unwillingness to change it. Heinrich Schuchardt quoted Michael Hennebry: I'd suggest that a better denominator would be |best_mip - root_lp| That would make the formula immune to s

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

2013-05-03 Thread Michael Hennebry
On Thu, 2 May 2013, Andrew Makhorin wrote: The mip gap has the same meaning as the relative error (please see http://en.wikipedia.org/wiki/Approximation_error ), so changing the formula would confuse the user. A requirement to make the result "immune ... and never greater than 100%" looks too ar

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