3 ms·
You're all so lucky your problems can be solved quickly. I seemingly have hit the worst possible problem for ILP. Admittedly I am just testing things in GLPK, b
by imtringued 2y ago
You're all so lucky your problems can be solved quickly. I seemingly have hit the worst possible problem for ILP. Admittedly I am just testing things in GLPK, but still, solving the ILP problem at problem size n=6 does not terminate. GLPK can solve the LP relaxation up to n=50, but it gets unbearably slow.
This isn't even a contrived problem to trick the LP solver. It is a grossly oversimplified version of the actual problem, which could have millions to billions of variables and even that version would be a grossly oversimplified version of the one based on the LPCC problem, aka linear programming with complementarity constraints so that I can model equilibrium conditions.
It slowly dawns upon me that LP/LPCC are highly nonviable for what I'm trying to do, which is kind of funny, because the discipline itself pretends that equilibrium is easy and automatic.
- petters 2y agoThis sounds interesting. Mind sharing an instance of these hard small problems?
- BrannonKing 2y agoGLPK or GLPK_MI? GLPK is probably the worst tool you could pick. I tried it before on some of my problems, and it would not ever finish. Use OR-Tools, if it will work for your problem, or maybe one of the other free solvers with CVXpy will help you (https://www.cvxpy.org/tutorial/solvers/index.html https://www.cvxpy.org/tutorial/solvers/index.html), if you really need a free tool. GLPK should not be used as a guide for the general field. The commercial solvers will do infinitely better than GLPK.