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R: [Help-glpk] Multiobjective problem

From: Davide Anghinolfi
Subject: R: [Help-glpk] Multiobjective problem
Date: Fri, 28 Aug 2009 09:22:33 +0200

> If the current basic solution is optimal and you free some previously
> fixed variables, the solution cannot become primal infeasible; it may
> become only non-optimal (dual infeasible). Or I misunderstand
> something?

In my experience the solution becomes primal infeasible.
Let's think to an extreme case: if you fix all the variables to their
optimal value, all the columns will have the basis status GLP_NS (non-basic
fixed variable). But when you free all the variables, the columns will stay
out of basis: the basis status will be updated to GLP_NF, or GLP_NU, or
GLP_NL depending on the new bounds. In my case, I set only the lower bound
to 0, so that in the current solution all the variables have 0 as value
(status GLP_NL), which corresponds to a primal infeasible solution.

I'm wrong?

Davide Anghinolfi

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