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[Help-glpk] Avoid full factorization

From: Davide Anghinolfi
Subject: [Help-glpk] Avoid full factorization
Date: Wed, 29 Jul 2009 23:44:51 +0200

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)
int exitFromBasis = lpx_prim_ratio_test(lp, len, ind, val, 1, parm.tol_dj);
if (exitFromBasis == 0)

glp_set_col_stat(lp, i, GLP_BS);
if (exitFromBasis <= m)
        glp_set_row_stat(lp, exitFromBasis, GLP_NL);
        glp_set_col_stat(lp, exitFromBasis - m, GLP_NL);
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

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