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[Help-glpk] restarting GLPK with dual simplex
From: |
Meketon, Marc |
Subject: |
[Help-glpk] restarting GLPK with dual simplex |
Date: |
Fri, 31 Mar 2006 10:42:48 -0500 |
I'm trying to solve an MIP using the following heuristic.
I solve the LP relaxation (using Simplex - primal). GLPK finds the
optimal solution.
Then I set the lower bounds on some of the variables to a positive
integer. For example, if the solution from the simplex says that x[1] =
3.95, I might change the lower bound of x[1] from 0 to 4.0. A bunch of
problem-specific logic is used in this step, but the only changes are to
lower bounds.
Then I want to resolve using the dual simplex method, since in theory
changing a lower bound will keep the current dual solution feasible.
However, doing so, it seems like GLPK does not restart with a dual
feasible solution.
To paraphrase the above, I'm setting up the model, then issuing the
following code (simplified from my actual code), using the VB interface.
retVal = glpk_simplex(lp) ' runs primal simplex
glpk_set_col_bnds lp, 1, GLPK_LO, 4.0, 0.0 ' change a lower bound
glpk_set_int_parm lp, GLPK_K_DUAL,1 ' set to dual
retVal = glpk_simplex(lp) ' restart
GLPK doesn't seem to restart with dual feasible solution.
I'm probably not using GLPK correctly. Can anyone help?
Thanks.
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- [Help-glpk] restarting GLPK with dual simplex,
Meketon, Marc <=