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

From: Andrew Makhorin
Subject: Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem
Date: Mon, 31 May 2010 13:33:09 +0400

> Just a follow-up question to the original question (dual values for
> the continious values in a mixed integer problem):

> So I basically have to solve the problem again but with fixed
> integer values taken from the MIP solution. For the java interface
> this means:
> - retrieve the solutions of the integer variables
> - delete old problem (MIP)
> - create new problem (LP, old integer vars are fixed)
> - solve again

> Or is there a better way?

You don't need to destroy the old problem object. Just fix integer
variables at the optimal values found by the mip solver and call the
simplex solver.

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