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Re: [Help-glpk] Manipulating the lp and reuse of old LP

From: Andrew Makhorin
Subject: Re: [Help-glpk] Manipulating the lp and reuse of old LP
Date: Tue, 13 Jun 2006 07:55:49 +0400

> I have a general question regarding LPs. A LP should have one solution
> and so a basis which has normal and dual information. Via changing the 
> LP (Adding one variable for some inequalities, changing the objective 
> function and changing the limits of the inequalities a little bit, you 
> consider a second LP. The dual inequalities from the basis still have 
> the property that the indicated solution is quite near the new optimal 
> solution and also 0 is in the dual solution space of the second 
> problem. 
> But the normal information from the basis is not applicable anymore. Is 
> it possible to work with the old basis in general at LPs and 
> specifically at glpk?

Glpk simplex solver always starts the search from the current basis
specified in lpx object. If you did not remove active constraints
and/or basic variables since the last call to lpx_simplex, the basis
remains valid that allows the solver performing re-optimization.
In particular, glpk b&b solver uses such feature.

Andrew Makhorin

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