[Help-glpk] Avoid full factorization

[Davide Anghinolfi]

Hi.
When relaxing a set of variables previously fixed to a value, the variables
remain non in basis (the status is changed from 'fixed' to 'on lower
bound'). When I reoptimize, the primal takes a lot of iterations to reach
feasibility and then the optimal solution.
Trying to solve the problem, I used the following code that puts in the
basis the columns relaxed. I did it with the aid of the glp_eval_tab_col and
lpx_prim_ratio_test (to know which column must go non in basis). The problem
is that in this code I need to factorize the basis each time I change it
(else glp_eval_tab_col doesn't work) and this could be time consuming. I
guess that the simplex


int len = glp_eval_tab_col(lp, i+m, ind, val);
if (len==0)
        continue;
int exitFromBasis = lpx_prim_ratio_test(lp, len, ind, val, 1, parm.tol_dj);
if (exitFromBasis == 0)
        continue;

glp_set_col_stat(lp, i, GLP_BS);
if (exitFromBasis <= m)
        glp_set_row_stat(lp, exitFromBasis, GLP_NL);
else
        glp_set_col_stat(lp, exitFromBasis - m, GLP_NL);
glp_factorize(lp);
                                                        
--
Davide Anghinolfi, PhD
DIST - University of Genoa
Via Opera Pia 13, 16145 Genova - Italy
Tel: +39 010 353 2284
Cell: +39 349 157 86 60
e-mail: address@hidden