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Re: [Help-glpk] lpx_integer() - how to use


From: Andrew Makhorin
Subject: Re: [Help-glpk] lpx_integer() - how to use
Date: Wed, 19 Oct 2005 13:29:00 +0400

> I am not sure I understand it. OK, I first solve the
> simplex problem asuming the variables are real and
> then pass the solution through the LPX pointer to
> lpx_integer. I was wondering why there is this 
> intermediate step why the function could not do it for
> me in one sweep. Unless I misunderstood something.

Yes, firstly you need to obtain optimal basic solution to lp
relaxation using lpx_simplex and then call lpx_integer to obtain
a mip solution. The process is made two-pass in order to allow
the user having alternate ways for specifying optimal basis for lp
relaxation. For example, the user could read an optimal basis from
a file on solving a set of instances with identical lp relaxation.





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