Re: [Help-glpk] Structural variables initial values

[Andrew Makhorin]

> Hello.. I have on my model many agents that need to frequently solve
> a (relatively small) MIP problem.

> This problem change slightly from one solve() call to to the other,
> so I am wandering if I can pass the previous solved quantities as
> initial values.

> I am currently running my simulations creating and destroying every
> time the glpk problems, but I am wandering if it is best to create
> them only the first time and destroy them at the end of the
> simulation. If I don't destroy the glpk problems, is glpk smart
> enought to take advantage of previously solved problems, even if in
> the maintime the structure of the matrix is slighty changed (eg. I
> added a row and/or a column) ??

This would be reasonable only in the case of lp problems. In case of
mip this would give no gain.