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[Help-glpk] Dual Cost calculations

From: Chris Kafka
Subject: [Help-glpk] Dual Cost calculations
Date: Mon, 10 Jul 2006 14:30:41 -0400
User-agent: Mozilla Thunderbird 0.8 (Windows/20040913)

I have been using GLPK to experiment with some Active Constraint methods for MIP solving. Several of these methods rely on the dual cost returned by GLPK for individual constraints in a particular node. I am finding that on the nodes of certain problems, GLPK is claiming that every active constraint has a dual cost of zero.

As such, I was wondering how GLPK is calculating the dual cost, and if this high rate of zero dual costs sounds reasonable?

The problem that this is easiest to examine this on is the "pk1.mps" from the MIPLib2003 problem set. The very first node is returning 15 zero-valued dual costs for the first node.

There's also the chance that I've managed to break GLPK while fiddling with the code, so any help would be appreciated. I believe I am based off of the GLPK 4.7 code.

Thanks very much,

Chris Kafka

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