Re: [Help-glpk] lp/mip preprocessor api

[Chris Matrakidis]

Hi Andrew,

 

Sorry, I don't catch your idea. The resulting (preprocessed) problem
always resides in the PP workspace, so one can preprocess it in several
passes, if necessary.

This is true, however after step L4 in your suggested API:

Q = glp_npp_build_prob(npp, ...);

any subsequent modifications to Q are not reflected in the PP workspace. My suggestion is to allow calling glp_npp_load_prob() with this modified Q (with changed bounds or added rows) to update the workspace before further preprocessing passes. 

In a way this takes your suggestion to Heinrich, to "...first preprocess your instance with glpk pp and then preprocess the resulting instance with your own preprocessor" one step further, in that it allows to rerun the glpk preprocessor again using the same workspace.

I have used this procedure myself in:

a) a loop that fixes columns of the proproecessed problem using probing until no further changes are possible; and 

b) for additional preprocessing after adding symmetry breaking inequalities to the preprocessed problem.

Best Regards,

Chris Matrakidis