Re: [Help-glpk] Perform phase 1 simplex only

[Brady Hunsaker]

Joey Rios wrote:
> Hello,
>
> I would like to do something like this:
>
> 1. Read in binary integer problem instance in CPLEX format.
> 2. Perform Phase 1 simplex to get feasible solution.
> 3. Do other stuff.

I'd like to clarify a possible confusion.  For an *integer* program, the 
underlying process is:

Solve the root linear relaxation:
  Phase 1: finds a feasible solution to the linear relaxation; this
    solution probably isn't integer feasible
  Phase 2: finds an optimal solution to the linear relaxation; this
    solution also probably isn't integer feasible
Perform branch-and-bound to find an optimal integer solution; it is 
likely that this will require the solution of many more linear programs

So, if you are looking for a feasible solution to the linear relaxation 
(which probably won't be integer feasible), then phase 1 is sufficient. 
 But if you are looking for a feasible solution to your integer 
program, then phase 1 of the simplex algorithm may not be sufficient. 
There is no known "easy" way to find a feasible solution to an integer 
program, though you can modify your instance to indicate that you just 
want to find a feasible solution.

Brady