Re: [Help-glpk] Intermediate feasible "solutions" (suboptimal)

[Xypron]

Hello Anil,

I have had a look at file cvxopt-1.1.1/src/C/glpk.c. The functions (like 
lpx_simplex) used to interface to GLPK have not been in the official API 
for many releases. Please, contact the authors of cvxopt and ask them to 
update the glpk interface. You can download glpk including documentation 
form ftp://ftp.gnu.org/gnu/glpk/glpk-4.39.tar.gz. The API is documented 
in doc/glpk.pdf.

If you want to use GLPK from Python, you might consider using 
python-glpk available at http://www.dcc.fc.up.pt/~jpp/code/python-glpk/ 
<http://www.dcc.fc.up.pt/%7Ejpp/code/python-glpk/> which supports the 
complete current GLPK API.

If you want to trace the simplex solution process you will remark that 
the published API does not foresee this. You will have to dig into the C 
coding of GLPK.

For tracing the branch and bound solution of mixed integer linear 
programs you can use the callback functions provided.

Best regards

Xypron


Anil N. Hirani wrote:
> I am using GLPK in PYTHON via CVXOPT (which has an option to select 
> solver as GLPK). I am using it to solve an LP. I'd like to print out 
> the values of the variables in the problem as simplex progresses. In 
> other words, I am interested in feasible but suboptimal intermediate 
> "solutions".
>
> Is there any way to achieve that without using the GLPK API in C. That 
> is, is it possible to print the intermediate feasible "solutions" by 
> passing some option to GLPK via CVXOPT ? I couldn't find anything 
> relevant in the GLPK manual, CVXOPT manual or online.
>
> I tried the following : I set the iteration limit. But such 
> pre-optimal termination seems to be interpreted as a failure by GLPK. 
> Here's what happens. The output of GLPK is :
>
> > 0: obj = 0.000000000e+00 infeas = 3.500e+01 (0)
> > 200: obj = 3.367050904e+00 infeas = 2.000e+01 (0)
> > * 294: obj = 8.833290070e+00 infeas = 0.000e+00 (0)
> > * 300: obj = 8.833290070e+00 infeas = 0.000e+00 (0)
> > ITERATION LIMIT EXCEEDED; SEARCH TERMINATED
> > glp_simplex: unable to recover undefined or non-optimal solution
>
> Following the message printed by GLPK at the end (above), we find that 
> it is coming from the function "simplex2" in file glpapi06.c of GLPK. 
> The appropriate lines are :
>
> > if (glp_get_status(prob) != GLP_OPT)
> > { if (parm->msg_lev >= GLP_MSG_ERR)
> > xprintf("glp_simplex: unable to recover undefined or non-op"
> > "timal solution\n");
>
> I suppose I could start modifying my local copy of GLPK to get what I 
> want. But I am hoping for an easier solution.
>
> Regards
> Anil
>
>
>
>
>
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