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Re: [Help-glpk] restarting GLPK with dual simplex

From: Andrew Makhorin
Subject: Re: [Help-glpk] restarting GLPK with dual simplex
Date: Sat, 1 Apr 2006 02:41:16 +0400

> 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?

Your call sequence is correct at least if it were written in C.
Looks like something wrong in the vb interface in the sense that
glpk_simplex is not equivalent to the original glp_simplex. To say
what namely is wrong I need to see the complete screen output.

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