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[Help-glpk] Presolve with active good basis

From: H . Georg Büsching
Subject: [Help-glpk] Presolve with active good basis
Date: Thu, 15 Jul 2010 13:09:35 +0200

I start with one LP, let it solve to optimality by glpk. Now I introduce in some rows a new variable with positive costs. The normal basis should still be usable.
Anyhow I want to freeze 98% of all variables to its original values.
Idea is now to solve the LP very fast.
If I do a normal simplex it still uses the old basis, but doesn't really understand that the LP is already 98% solved (A lot of iterations of the Simplex methods).
If I use the presolve option instead, it really uses the fixed values, but my basis is gone, as the solver starts again from scratch.
Do I have to implement something on my own, like deletion of all fixed columns and manipulating the right-hand-sides?
Best regards
H. Georg Büsching.

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