Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem

[Ivo van Baren]

 

Hello Xypron,

 

Very satisfied with the dual for constraints in MPL from your version glpk-4.38-dot and your table read/write contribution to GLPK, I have two questions though:

 

1) Why hasn't the recent version GLPK version 4.43 this MPL dual feature? I couldn't find anything about it in the MPL documentation.

 

2) Is it possible to write the dual itself or the results from operations on it to a table, and if so, could you please give an example as all my attempts fail?

 

Best regards,

 

Ivo van Baren

Netherlands

2010/5/5 glpk xypron <address@hidden>

Hello Adam,

> Is there a way to access the shadow prices (dual values) for the
> non-integer variables in a MIP problem with GLPK?

dual values are only defined for LP problems.

You can fix the integers of the MIP solution and
solve the remaining LP with glp_simplex() and
retrieve the duals of this LP.

See as example function glp_mpl_postsolve() in
http://glpk.dyndns.org/viewvc/svn/glpk/branches/glpk-4.38-dot/src/glpapi16.c?revision=1&view=markup

Best regards

Xypron


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