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Re: [Help-glpk] How to solve a dual problem

From: Andrew Makhorin
Subject: Re: [Help-glpk] How to solve a dual problem
Date: Thu, 18 Mar 2010 14:23:38 +0300

> We are using Glpk branch-and-cut for solving a bilevel problem. In
> order to generate new cuts we need to solve a dual problem associated
> to one lp problem. Is there any way to generate the cols and rows of
> the dual problem?. We think that the objective function optimization
> value will be the same when the problem has a feasible and bounded
> solution.

> We´ve tryed the glp_get_row_dual and glp_get_col_dual
> but the number of rows and cols doesn´t seem to correspond to the dual
> problem.
> We´ve tryed to change the simplex method to GLP_DUAL but the above
> methods doesn´t return the correct number items of the associated dual
> problem.

If necessary, you may create a separate problem object (glp_prob) and
solve it within the callback routine. Or you mean something else?

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