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[Help-glpk] Branch-and-cut presolve problem
From: |
David Pйrez |
Subject: |
[Help-glpk] Branch-and-cut presolve problem |
Date: |
Thu, 6 May 2010 03:09:20 +0400 |
We are implementing a branch-and-cut for solving an optimization problem.
Unfortunately we are observing the following:
(1) if the IOCP presolver OFF then the callback function is called and we have
the opportunity of adding a (violated) constraint, no matter whether the master
problem gave an integer or fractional solution. Great!!
(2) if the IOCP presolver ON then the callback function is NOT called when the
master problem gave an integer solution; therefore we cannot discard (by adding
a violated cut) an integer solution which is invalid for our original
optimization problem. Bad!!
Do we have to activate a parameter to also allow calling the callback routine
when the IOCP presolver is ON and an integer solution has been found?
We are implementing a branch-and-cut for solving an optimization problem. Unfortunately we are observing the following:
(1) if the IOCP presolver OFF then the callback function is called and we have the opportunity of adding a (violated) constraint, no matter whether the master problem gave an integer or fractional solution. Great!!
(2) if the IOCP presolver ON then the callback function is NOT called when the master problem gave an integer solution; therefore we cannot discard (by adding a violated cut) an integer solution which is invalid for our original optimization problem. Bad!!
Do we have to activate a parameter to also allow calling the callback routine when the IOCP presolver is ON and an integer solution has been found?
- [Help-glpk] Branch-and-cut presolve problem,
David Pйrez <=