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

[Ali Baharev]

No, it is not.

Could you please send us your code so we have the chance to help?

Ali

On Fri, Jun 11, 2010 at 10:41 AM, Fabio <address@hidden> wrote:
> Is it normal that solving the problem again with fixed integer variables at
> the optimal values takes nearly as long as solving the original problem?
> (76sec vs. 72sec)
>
> The problem has:
> 34536 rows, 34512 columns, 86232 non-zeros
> 17256 integer variables, all of which are binary
> On May 31, 2010, at 11:33 AM, Andrew Makhorin <address@hidden> wrote:
>
>> 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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