Re: [Help-glpk] Fwd: glpk, reduced prices at each step

[Andrew Makhorin]

> Would to be able to get the reduced prices of each column for the
> objective at each basis as the simplex solving method moves from state
>  to state.

> What would the best way to accomplish this be?

> Example sudo code (if there was a glp_simplex_step function):

> simplex_reduced_price_record(lp,objectiveIndexs,objetiveValues){
>  resultIndexs = []
>  resultValues = []

>  i = 0
>  while(status(lp) != optimal){
>    i = i + 1
>    indexs = objectiveIndexs
>    values = objectiveValues

>    glpk.glp_lpx_transform_row(lp, size, indexs, values)
>   
>   resultIndexs[i] = indexs
>   resultValues[i] = values
>  
>   glp_simplex_step(lp)
>   }

> return(resultIndexs,resultValues)
> }

The simplex solver glp_simplex stores reduced costs of all (auxiliary
and structural variables) in the problem object, so you can obtain them
with routines glp_get_row_dual and glp_get_col_dual. There is no need to
use lpx_transform_row. Note that reduced costs of auxiliary variables
returned by glp_get_row_dual are the same as simplex multipliers pi
(shadow prices). For definitions please see the glpk reference manual,
Chapter "Advanced API Routines", Section "Background".