I'm trying to solve an MIP using the following heuristic. I solve the LP relaxation (using Simplex - primal). GLPK finds the optimal solution.
Then I set the lower bounds on some of the variables to a positive integer. For example, if the solution from the simplex says that x[1] = 3.95, I might change the lower bound of x[1] from 0 to 4.0. A bunch of problem-specific logic is used in this step, but the only changes are to lower bounds. Then I want to resolve using the dual simplex method, since in theory changing a lower bound will keep the current dual solution feasible. However, doing so, it seems like GLPK does not restart with a dual feasible solution. To paraphrase the above, I'm setting up the model, then issuing the following code (simplified from my actual code), using the VB interface. retVal = glpk_simplex(lp) ' runs primal simplex glpk_set_col_bnds lp, 1, GLPK_LO, 4.0, 0.0 ' change a lower bound glpk_set_int_parm lp, GLPK_K_DUAL,1 ' set to dual retVal = glpk_simplex(lp) ' restart GLPK doesn't seem to restart with dual feasible solution. I'm probably not using GLPK correctly. Can anyone help? Thanks. ---------------------------------------------------------------------------- This e-mail and any attachments may be confidential or legally privileged. If you received this message in error or are not the intended recipient, you should destroy the e-mail message and any attachments or copies, and you are prohibited from retaining, distributing, disclosing or using any information contained herein. Please inform us of the erroneous delivery by return e-mail. Thank you for your cooperation. ---------------------------------------------------------------------------- _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
