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I am using the MathProg language and GLPK to solve MIP's. If I have a "good" heuristic integer solution, is there a way to set the initial solution in the MathProg language (and be solved by GLPK)? This is a great feature in CPLEX that can greatly speed up solving an MIP. Thanks!

Vadim Kotov
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rirwin
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  • What are you asking? What have you tried? – Austin Henley Jun 21 '12 at 20:28
  • Question: Is there a way to set an initial feasible solution in the MathProg language in solving an MIP? I'm solving the MIP using CBC and GLPK (both open-source solvers). From what I understand MathProg is a generic language that is interpreted by multiple solving programs. I'm not sure how to (1) specify an initial solution to serve as good starting point and (2) which solvers interpret the initial solution properly. – rirwin Jun 22 '12 at 17:28

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The usual way to provide initial values to the variables (initial solution) in AMPL is to use the := operator:

var answer integer := 42;

Since MathProg is a subset of AMPL this might work in MathProg as well. Alternatively, if your problem is not too big you can use a student version of AMPL available here for free.

vitaut
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