[Help-glpk] Relaxed LP Results

[Daniel Gustafson]

After a successful MIP solution, I want to look at the structural 
variable reduced costs for some of the continuous variables (using 
lpx_get_col_dual).  I find that they are all zero.  If I resolve the 
problem using lpx_simplex (and fix all the binary variables at their 
solved values) I am able to get the correct reduced costs.

Is is possible to get the reduced costs of the continuous variables 
without resolving as an LP problem?  Am I on shaky theoretical grounds 
even asking for reduced costs on a relaxed solution?  Would it make any 
difference if I turned the variable bounds into constraints?

BTW, I am experimenting with a Benders Decomposition in which the Sub 
Problem has some binary variables.

Thanks,