49b0466c99
A tentative implementation of MIR (mixed integer rounding) cuts was included in the MIP solver. To enable generating MIR cuts the control parameter mir_cuts passed to the routine glp_intopt should be set to GLP_ON. This feature is also available in the stand-alone solver glpsol via command-line option '--mir'. For more details please see the reference manual included in the distribution. The implementation is mainly based on the following two papers: 1. H. Marchand and L. A. Wolsey. Aggregation and mixed integer rounding to solve MIPs. CORE discussion paper 9839, CORE, Universite catholique de Louvain, June 1998. 2. G. Andreello, A. Caprara, and M. Fischetti. Embedding cuts in a Branch&Cut framework. Preliminary draft, October 2003. MIR cuts can be generated on any level of the search tree that makes the GLPK MIP solver to be a real branch-and-cut solver. A bug was fixed in the routine lpx_write_cpxlp. If a variable x has upper bound and no lower bound, it should appear in the bounds section as "-inf <= x <= u", not as "x <= u". Thanks to Enric Rodriguez <erodri@lsi.upc.edu> for the bug report. |
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