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[Help-glpk] restarting GLPK with dual simplex

From: Meketon, Marc
Subject: [Help-glpk] restarting GLPK with dual simplex
Date: Fri, 31 Mar 2006 10:42:48 -0500

I'm trying to solve an MIP using the following heuristic.

I solve the LP relaxation (using Simplex - primal).  GLPK finds the
optimal solution.

Then I set the lower bounds on some of the variables to a positive
integer.  For example, if the solution from the simplex says that x[1] =
3.95, I might change the lower bound of x[1] from 0 to 4.0.  A bunch of
problem-specific logic is used in this step, but the only changes are to
lower bounds.

Then I want to resolve using the dual simplex method, since in theory
changing a lower bound will keep the current dual solution feasible.

However, doing so, it seems like GLPK does not restart with a dual
feasible solution.

To paraphrase the above, I'm setting up the model, then issuing the
following code (simplified from my actual code), using the VB interface.

  retVal = glpk_simplex(lp)                   ' runs primal simplex
  glpk_set_col_bnds lp, 1, GLPK_LO, 4.0, 0.0  ' change a lower bound
  glpk_set_int_parm lp, GLPK_K_DUAL,1         ' set to dual
  retVal = glpk_simplex(lp)                   ' restart

GLPK doesn't seem to restart with dual feasible solution.

I'm probably not using GLPK correctly.  Can anyone help?

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