Re: [Help-glpk] Column Generation

[Heinrich Schuchardt]

Hello Pietro,

http://www.xypron.de/viewvc/svn/glpk/branches/glpk-4.38-dot/src/glpapi16.c?view=markup
shows how function glp_mpl_postsolve could be patched to provide the dual cost 
of the LP problem, which results from fixing all integers to their optimal 
value.
cf.
http://lists.gnu.org/archive/html/help-glpk/2010-05/msg00013.html

This value then could be accessed in the GMPL language (ie in glpsol).

http://code.google.com/p/cspsol/
might be of interest to you.

Best regards

Heinrich Schuchardt

http://www.xypron.de


> Gesendet: Mittwoch, 12. März 2014 um 17:38 Uhr
> Cc: "address@hidden" <address@hidden>
> Betreff: Re: [Help-glpk] Column Generation
>
> 
> > 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.
> 
> 
> 
> 
> _______________________________________________
> Help-glpk mailing list
> address@hidden
> https://lists.gnu.org/mailman/listinfo/help-glpk
>