> I am using GLPK to solve an LP model of an electricity network, > and for one > analysis we need to extract the sensitivity matrix. I don't know > very much > about linear programming, but I am told this is also known as the > basis > matrix. > > Is it possible to retrieve this information from GLPK, and if so > what API > routines do I need to use? It is not obvious to me from the API > documentation, but that may just be because I am not very > familiar with the > terminology of linear programming.
Probably you mean not the basis matrix, but the simplex tableau, i.e. the matrix which shows how basic variables depend on non-basic ones: xB = (alfa[i,j]) * xN. If so, you can compute it by rows or by columns using api routines lpx_eval_tab_row and lpx_eval_tab_col. For more details see the glpk user's manual. If you intend using that matrix to perform post-optimal sensitivity analysis, look at the routines in file src/glplpx8b.c. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
