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[Help-glpk] Figure out the exiting variable after simplex iteration


From: Joey Rios
Subject: [Help-glpk] Figure out the exiting variable after simplex iteration
Date: Thu, 5 Mar 2009 11:48:46 -0800

I am using a column generation scheme with the GLPK C API.  I need to get a deeper understanding of what is happening in my model.  When a variable enters the formulation/basis and is assigned a non-integer primal value, I'd really like to know which variable left the basis to understand why the entering variable isn't integer (ultimately in this model all variables will be assigned binary values).

Can anyone recommend a clean way to do this?  I suppose I could keep track of all non-basic vars before each iteration and the see who was added to the set of non-basics after a non-int variable enters the basis.  That sounds like overkill maybe?  Right now, after each new column is added, I check if it's primal value is between 0 and 1.  If so, I print out information regarding each row containing that variable if that row is on its bound.  I thought this would provide some insight, but doesn't quite get me there.  Hence the question I'm posing now.

I can provide more information/clarification if it's helpful.  Thanks in advance.

Joey


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