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Re: [Help-glpk] how to use warmup


From: Andrew Makhorin
Subject: Re: [Help-glpk] how to use warmup
Date: Wed, 03 Aug 2011 13:36:43 +0400

> I want to make some successive lp optimizations where only second
>  member of some constraints change. So my idea was to solve the first
>  lp problem, to save the basis corresponding to the optimal solution
>  and then to use this basis when solving the others problem (in order
>  to greatly speed up the optimization process).
> 
> I did not find which method used for reading/writing .bas file so I
>  tried calling only warmup method between two optimizations. It seems
>  to have no effect because the output always specify that it constructs
>  initial basis even when using warmup. Finally I switched off presolve
>  and it worked ! 
> 
> So my question is : is it possible to use presolve (which is great to
>  decrease the size of lp problems) AND warmup ? 

No, glpk does not provide such feature. It would be technically
difficult to keep original statuses of variables and constraints during
presolve.

> Besides, in the java
>  implementation of glpk, I found readBas and writeBas method, is there
>  an equivalent in the native glpk API ?
> 

Glp_read_sol and glp_write_sol.




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