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[Help-glpk] Re: Add new rows in a branch and cut resolution with presolv

From: Xypron
Subject: [Help-glpk] Re: Add new rows in a branch and cut resolution with presolve enabled
Date: Fri, 28 Jan 2011 20:00:35 +0100
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv: Gecko/20101123 SeaMonkey/2.0.11

Hello David,

please, register for the GLPK help list if you want your mail to be received.

There is no function in the API to add rows to the original problem.

You can find the internal function used for pre- and postprocessing in
function preprocess_and_solve_mip in glpk-4.45/src/glpapi09.c.

I suggest you simplify your problem formulation such that you
can do without preprocessor.

The preprocessor can be switched off using the flag presolve in
structure glp_iocp. See glpk-4.45/doc/glpk.pdf.

Best regards


     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 Pérez.

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