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Re: [Help-glpk] Outputting dual cost from GLPSOL

From: xypron
Subject: Re: [Help-glpk] Outputting dual cost from GLPSOL
Date: Fri, 12 Jun 2009 13:15:24 -0700 (PDT)

Hello Andrew,

> It is still unclear to me in which context the dual values and
> statuses could be used in the model, because there is no feature to
> change and reoptimize the model. Only for reporting purposes?

I am working on a column generation problem.
The master problem shall be written in MathProg and save the dual values in
a database.
The subproblems to generate the colums shall be written in MathProg too
the dual values from the database.
Generated columns will be kept on the database.

When developping the equations this approach seems easier to me then
programming C or Java.

> (I noticed that in the patch to glpapi16.c you obtain the row/column
> statuses with glp_get_xxx_stat even for GLP_IPT and GLP_MIP. For GLP_IPT
> all statuses should be assigned to GLP_BS, because formally in the
> interior-point solution all primal and dual variables are "basic". For
> GLP_MIP it would be possible to fix all integer variables at their
> optimal values and then find corresponding basic solution; this would
> provide "correct" statuses and dual values.)
I am currently adding this and will upload it to my subversion repository.

Best regards

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