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Re: [Help-glpk] Simplex with Integer variables

From: sabs
Subject: Re: [Help-glpk] Simplex with Integer variables
Date: Wed, 29 Jun 2011 07:53:35 -0700 (PDT)

Andrew Makhorin wrote:
>> I need to solve an Integer Linear Program but want to look at the result
>> of
>> an LP relaxation first.
>> What happens when the simplex or interior points algorithms are run on an
>> LP
>> problem that has variables of type GLP_IV?
>> Does it automatically perform LP relaxation and if so how is it
>> performed?
> Glp_simplex and glp_interior just ignore integrality flags as if all
> integer variables were continuous (i.e. as if GLP_CV were specified
> rather than GLP_IV). If you are using glpsol, you may obtain optimal
> solution to lp relaxation by specifying --nomip option.
>>> Great. Thanks. So I will need to perform some rounding myself.
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