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[Help-glpk] Relaxed LP Results

From: Daniel Gustafson
Subject: [Help-glpk] Relaxed LP Results
Date: Sat, 18 Aug 2007 15:48:29 -0500
User-agent: Thunderbird (Windows/20070728)

After a successful MIP solution, I want to look at the structural variable reduced costs for some of the continuous variables (using lpx_get_col_dual). I find that they are all zero. If I resolve the problem using lpx_simplex (and fix all the binary variables at their solved values) I am able to get the correct reduced costs.

Is is possible to get the reduced costs of the continuous variables without resolving as an LP problem? Am I on shaky theoretical grounds even asking for reduced costs on a relaxed solution? Would it make any difference if I turned the variable bounds into constraints?

BTW, I am experimenting with a Benders Decomposition in which the Sub Problem has some binary variables.


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