Originally posted by: SystemAdmin

[golopang said:]

Dear all,

May I know if this is a difficult MILP problem, with the following characteristics??

Reduced MIP has 3036 rows, 8646 columns, and 31626 nonzeros
Reduced MIP has 798 binaries.

Is there any quick way to solve for a feasible solution, not required to be optimal. The available computing time is about 30 minutes, with a Intel Xeon 5140 CPU @2.33Ghz and 3GB RAM running on Windows XP 32 bit system. Thanks.

Anthony PANG

#DecisionOptimization
#MathematicalProgramming-General

Originally posted by: SystemAdmin

[prubin said:]

[quote author=golopang link=topic=1107.msg3179#msg3179 date=1241251181]
May I know if this is a difficult MILP problem, with the following characteristics??

Reduced MIP has 3036 rows, 8646 columns, and 31626 nonzeros
Reduced MIP has 798 binaries.


The only way to tell is to try to solve it.  MIP solution times are highly dependent on specific characteristics of the problem, not just the size.  Some problems that size may solve quickly, some may take a very long time.

[quote author=golopang link=topic=1107.msg3179#msg3179 date=1241251181]
Is there any quick way to solve for a feasible solution, not required to be optimal.


You can try set CPLEX's MIPEmphasis parameter to 1 (feasbility) or 4 (find "hidden" feasible solutions).  You might also try increasing the heuristic frequency (HeurFreq), although changing MIPEmphasis might increase HeurFreq implicitly (I'm not sure).

Frequently you can find feasible solutions by devising a heuristic that exploits specific structure in your problem.

/Paul
#DecisionOptimization
#MathematicalProgramming-General

Originally posted by: SystemAdmin

[golopang said:]

Dear Paul,

Thanks for your reply, I will try your suggestion to see how it works. Thanks.

Regards,
Anthony

#DecisionOptimization
#MathematicalProgramming-General