[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-glpk] Setting initial integer solution in GLPSOL
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Setting initial integer solution in GLPSOL |
Date: |
Mon, 15 Dec 2008 12:07:10 +0300 |
> Another, related, feature would be the possibility to provide an initial
> bound from the command line. In many of the applications I work with
> (low-complexity FIR filter design) it is often pretty simple to find a
> sub-optimal solution, while solving for optimality is much harder.
> Providing the heuristic solution would of course be an alternative using
> Xyprons patch, but most of the time simply providing the objective
> function value would be enough and clearly easier.
If you mean the incumbent objective value, it easy to specify it (at
least in the mathprog model): just add a constraint like follows:
s.t. foo: z <= bar;
where z is the objective function (to be minimized), bar is its known
upper bound.