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Re: [Help-glpk] Column Generation

From: Andrew Makhorin
Subject: Re: [Help-glpk] Column Generation
Date: Wed, 12 Mar 2014 20:38:58 +0400

> I am trying to develop a column generation algorithm for a MIP problem

Please note that glpk mip solver does *not* support column generation.
Only rows (lazy constraints and/or cutting planes) can be added to
subproblems during the search.

>  and I want to calculate the reduced costs of my variables.
> I do not have access to the API but I can only call the glpsol
> executable and so I thought I would  use the .dual suffix after
> “--read"ing the solution of the current subproblem.
> The problem is that the .dual function always returns 0, for every
> structural variable.
> I thought that the problem was I have a MIP problem instead of a LP
> problem. So I ran glpsol with the --nomip option but the result is
> still 0!
> What am I doing wrong?

If your mathprog model has integer variables, it is considered as mip
independently on --nomip option. The latter affects only output from the
problem object (e.g. -o option) and doesn't affect which solution
components (lp or mip) go into the model. And since for mip solution
dual variables have no meaning, they all are set to zero.

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