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From: | Rabih Chaar |
Subject: | [Help-glpk] Initial starting point of simplex algorithm |
Date: | Tue, 22 Jan 2013 22:18:55 +0100 |
Hello Everyone,
I have been looking for around a month into glpk,
mainly minimizing a linear problem (no integer programming).
Some times, the problem is infeasible, and i
started looking into Chinneck iis algorithms.
As a start, I started by implementing a relaxation
of a large infeasible problem, 191255 rows, 68860 columns, 450946
non-zeros
and stumbled on something i don't quite
understand.
The relaxed elasticity problem has a solution and
the SINF is 0.
This means that the feasible domain is not
empty.
I imagine that the starting basis used is outside
the feasible domain, and the minimisation of the objective funtion don't fall
into the domain.
Looking into the help list it doesn't seem
possible to explicitly specifiy a starting point of the algorithm, and i tried
the glp_adv_basis to no
success.
My idea was taking the non elastic variable from my
relaxed problem, and input them as a starting point of the simplex
algorithm.
Can you advise me on this issue?
Thanks in advance.
Rabih
PS: here is a small log of both
problems
GLPK Simplex Optimizer,
v4.47
191255 rows, 68860 columns,
450946 non-zeros
0: obj = 0.000000000e+000
infeas = 5.436e+009 (28783)
...
17761: obj =
-8.927238865e+008 infeas = 2.030e+007 (14520)
PROBLEM HAS NO FEASIBLE
SOLUTION
Elasticity
Addtional constraints 220038
for 191255 rows
Current column size is
68860
Additional Constraints
220038
Current column size after
resize is 288898
GLPK Simplex Optimizer,
v4.47
191255 rows, 288898 columns,
642201 non-zeros
0: obj = 0.000000000e+000
infeas = 5.436e+009 (28783)
...
* 1552: obj =
0.000000000e+000 infeas = 1.490e-008 (28782)
OPTIMAL SOLUTION
FOUND
Sinf is
0
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