> If I keep the presolver on, the basis information from the previous > solve is lost and the 2-phase primal algorithm kicks off from scratch > (instead of the dual simplex using the previous basis). If I turn the > presolver off, I know my problem is bigger than it needs to be, but > the dual simplex does kick in starting with the previously optimal > basis. So I guess my question is: is there a way to use the > presolver AND supply an initial basic solution?
No, the lp presolver does not use the current basis information, so you should disable it on performing re-optimization. > If not, is there a > mathematical/algorithmic reason this isn't possible? There is not much sense to do that, because re-optimization needs much less iterations. Besides, in that case the lp presolver could not remove redundant basic rows and redundant non-basic columns. > If so, I'd be > interested in hearing it because it will probably change my approach > (and understanding) of my problem. My understanding from the glpk > code is that the presolver uses a copy of the original problem to > perform all of it transformations and then the solution to the > presolved problem is translated back to the original problem when the > simplex completes. Correct. > This transformation must interfere with any basis > that the original problem had, thus eliminating it I suppose? Hope > all of these questions make sense. > I'll gladly supply more info if it's helpful. Thanks in advance for > any insights. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
