[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Help-glpk] building feasibility cuts from Phase 1 solution
From: |
Sebastien . deMentendeHorne |
Subject: |
[Help-glpk] building feasibility cuts from Phase 1 solution |
Date: |
Wed, 16 Oct 2002 11:34:38 +0200 |
Hi,
I must build optimality/feasibility cuts in a Benders algorithm.
However, when the LP is infeasible, the phase I of the simplex algorithm
fails and I can't find, in the result that GLPK gives me, the useful
information for building the cut.
The (simplified) problem is:
v(nprev) = max .138078 * q + z
-1 <= q <= 1
10 <= n <= 10
0 <= z <= 0
nprev = n - q
and as example, I took nprev = 8.1 which makes the primal infeasible.
The cut I would like to build is
nprev >= 9
The result after calling lpx_simplex(lp) are showned below
Problem: vnprev
Rows: 1
Columns: 3
Non-zeros: 2
Status: INFEASIBLE (FINAL)
Objective: 0.1380784877 (MAXimum)
No. Row name St Activity Lower bound Upper bound Marginal
------ ------------ -- ------------- ------------- -------------
-------------
1 nprevious B 9 8.1 =
No. Column name St Activity Lower bound Upper bound Marginal
------ ------------ -- ------------- ------------- -------------
-------------
1 q NU 1 -1 1
0.138078
2 nnext NL 10 10 10 <
eps
3 z NF 0 0 0
1
End of output
I have the impression that I need marginal cost for the rows and not for the
columns.
Has anyone faces a similar problem ?
Any solution to retrieve a cut on the r.h.s. of the LP ?
TX
Sebastien de Menten | ELECTRABEL
Tel: ++32 10 48 51 76 | Risk Asset and Liability Management,
Fax: ++32 10 48 51 09 | Place de l'universite, 16, 4eme etage
Gsm: ++32 478 789 444 | B-1348 Louvain-la-Neuve, BELGIUM
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- [Help-glpk] building feasibility cuts from Phase 1 solution,
Sebastien . deMentendeHorne <=