Ops, I didn't finish my previous mail, but the problem should be clear: do you have any suggestion?
Thanks Davide (and sorry for multiple message) > -----Messaggio originale----- > Da: [email protected] [mailto:help- > [email protected]] Per conto di Davide > Anghinolfi > Inviato: mercoledì 29 luglio 2009 23.45 > A: [email protected] > Oggetto: [Help-glpk] Avoid full factorization > > Hi. > When relaxing a set of variables previously fixed to a value, the > variables > remain non in basis (the status is changed from 'fixed' to 'on lower > bound'). When I reoptimize, the primal takes a lot of iterations to > reach > feasibility and then the optimal solution. > Trying to solve the problem, I used the following code that puts in the > basis the columns relaxed. I did it with the aid of the > glp_eval_tab_col and > lpx_prim_ratio_test (to know which column must go non in basis). The > problem > is that in this code I need to factorize the basis each time I change > it > (else glp_eval_tab_col doesn't work) and this could be time consuming. > I > guess that the simplex > > > int len = glp_eval_tab_col(lp, i+m, ind, val); > if (len==0) > continue; > int exitFromBasis = lpx_prim_ratio_test(lp, len, ind, val, 1, > parm.tol_dj); > if (exitFromBasis == 0) > continue; > > glp_set_col_stat(lp, i, GLP_BS); > if (exitFromBasis <= m) > glp_set_row_stat(lp, exitFromBasis, GLP_NL); > else > glp_set_col_stat(lp, exitFromBasis - m, GLP_NL); > glp_factorize(lp); > > -- > Davide Anghinolfi, PhD > DIST - University of Genoa > Via Opera Pia 13, 16145 Genova - Italy > Tel: +39 010 353 2284 > Cell: +39 349 157 86 60 > e-mail: [email protected] > > > > > > _______________________________________________ > Help-glpk mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-glpk _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
