Hello, I am trying to solve a MILP problem using Eplex invoked from CLP. The optimization variables are Boolean variables but because the ILP equivalent problem is hard to solve it in a reasonable amount of time I decided to do some relaxations. Now I have an example where if I am trying to solve the ILP problem it takes around 120 seconds. I was thinking to force eplex to see only some Boolean variables as integers and the others as float numbers in order to check if I can get an suboptimal solution faster. I have seen that in general this is not the case. Solving the ILP can be faster than solving the MILP. Can someone please explain to me this behavior? I attached my clp code. Thanks, Bogdan.
This archive was generated by hypermail 2.2.0 : Thu Feb 02 2012 - 02:31:58 CET