Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

[Heinrich Schuchardt]

@Andrew:
Please, add the missing information to glpk.pdf as indicated below:

glp_del_rows invalidates the basis factorization.
glp_del_cols invalidates the basis factorization if the column is basic.
After invalidation of the basis factorization glp_warm_up has to be 
called before calling glp_simplex.


On 21.03.2014 20:46, Sylvain Fournier wrote:
> The real time consuming process is when I have to "remove" some
> variables (at branching): in this case I don't remove them from the
> model (at least not the ones that are basic) but I just set both their
> bounds to 0

Hello Sylvain,

in glp_set_col_bnds you should also set the type to GLP_FX when you set 
upper and lower bound to the same value.

Best regards

Heinrich Schuchardt