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[Help-glpk] Add new rows in a branch and cut resolution with presolve en

From: David Pérez Fernández
Subject: [Help-glpk] Add new rows in a branch and cut resolution with presolve enabled
Date: Fri, 28 Jan 2011 16:29:43 +0100

    I suppose that it´s a common problem; we are using an algorithm that 
foolows a strategy based on Bender´s idea for solving a bilevel problem 
(max-min). We obtain a partial resolution of the problem using branch&cut, 
we test a set of restrictions and if any of this restrictions (a condition 
over the objective value of a min problem) is violated we obtain, from the 
dual problem, a new restriction to add to the master problem. We iterate 

    Our problem is that we can´t enable the presolver on the master problem 
because it changes the internal representation of the problem and we can´t 
add new rows (or make any simplification of the master problem; i.e row or 
column cleaning). Is there any way, in the GLPK API, to transform from and 
to internal problem representation?

    Thanks in advance, David PĂ©rez. 

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