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[Help-glpk] Multiobjective problem

From: Davide Anghinolfi
Subject: [Help-glpk] Multiobjective problem
Date: Thu, 27 Aug 2009 22:34:36 +0200

I'm trying to face a multiobjective problem with lexicographic goals. The
approach I'm implementing is to optimize the first goal, fix the columns
involved in this goal, and proceed to the following goal.
This works well. The problem is that subsequently I need to reoptimize: so I
have to free the previously fixed variables. But these columns (being fixed)
were out of basis, whereas when freed they should stay in basis (they were
fixed to values > 0) to keep the current solution feasible. The simplex
takes a lot of iterations to bring back the solution to a feasible status.

Which is the best way to avoid this?

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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