[Help-glpk] Re: XyPron: shadow prices in MIP problem

[glpk xypron]

Hello Adam,

> Is there a way to access the shadow prices (dual values) for the
> non-integer variables in a MIP problem with GLPK? 

dual values are only defined for LP problems.

You can fix the integers of the MIP solution and
solve the remaining LP with glp_simplex() and
retrieve the duals of this LP.

See as example function glp_mpl_postsolve() in
http://glpk.dyndns.org/viewvc/svn/glpk/branches/glpk-4.38-dot/src/glpapi16.c?revision=1&view=markup

Best regards

Xypron


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