-------- Forwarded Message --------
Date: Thu, 9 Sep 2021 15:49:30 +0000
Subject: Feeding an initial feasible solution to GLPK for MILP in CVXPy
To: help-glpk@gnu.org <help-glpk@gnu.org>
From: "Vasebi, Saeed [JJCUS]" <svas...@its.jnj.com>
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> Hi all,
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> 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?
>
> Thanks in advance for your time and kind reply.
> Sid
>
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> [2021/09/08-22:33:43.822] - + 23315: mip = not found yet >=
> -4.226425346e+08 (3161; 0)
> [2021/09/08-22:33:49.082] - + 23327: mip = not found yet >=
> -4.226425346e+08 (3173; 0)
> [2021/09/08-22:33:54.333] - + 23339: mip = not found yet >=
> -4.226425346e+08 (3185; 0)
> [2021/09/08-22:33:59.576] - + 23351: mip = not found yet >=
> -4.226425346e+08 (3197; 0)
> [2021/09/08-22:34:04.615] - + 23364: mip = not found yet >=
> -4.226425346e+08 (3209; 0)
> [2021/09/08-22:34:09.624] - + 23379: mip = not found yet >=
> -4.226425346e+08 (3221; 0)
> [2021/09/08-22:34:14.758] - + 23400: mip = not found yet >=
> -4.226425346e+08 (3233; 0)
> [2021/09/08-22:34:20.118] - + 23417: mip = not found yet >=
> -4.226425346e+08 (3246; 0)
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