> GLP_NOFEAS reported by glp_get_status means that LP has no primal
> feasible solution, and the final basic solution on exit from glp_simplex
> is primal infeasible. Note that basic solution components returned by
> glp_simplex always correspond to the original objectve, but in this case
> you need to generate columns which improve the sum of infeasibilities,
> not the original objective. In other word, reduced costs for the original
> objective are useless until the basis is primal feasible.
I think I understand what you're talking about with column generation in
general, but this algorithm (Dantzig-Wolfe Decomposition) maintains primal
feasibility at each iteration. My implementation does this correctly for all
instances when I have a larger number of subproblems, but not for the cases
where I have 8 or fewer subproblems.
It looks like I need to figure out why the instances with 8 subprobs give me
this at each iteration:
>> glp_get_status() returns 4.
>> glp_get_prim_stat() returns 4.
While those with greater subprobs correctly (according to the algorithm) give
me this:
>> glp_get_status() returns 5.
>> glp_get_prim_stat() returns 2.
Where 4 == GLP_NOFEAS, 2 == GLP_FEAS, and 5 == GLP_OPT.
I've had some really bizarre bugs bite me up to this point with this
implementation,
I'll just have to assume there is something odd in my code and keep hunting.
I can't think of a good question to ask at this point, so thanks for all
of the input thus far. It has been appreciated.
_________________________________________________________________
Insert movie times and more without leaving Hotmail®.
http://windowslive.com/Tutorial/Hotmail/QuickAdd?ocid=TXT_TAGLM_WL_HM_Tutorial_QuickAdd1_052009
_______________________________________________
Help-glpk mailing list
[email protected]
http://lists.gnu.org/mailman/listinfo/help-glpk
