> I am quoting an almost three year-old-e-mail of this list about the > deletion of active constraints in a LP, keeping the current basis in > order not to solve the model from scratch. I used this method in my > algorithm (removing the constraint bounds: GLP_FR), but I don #39;t > understand a point: when I solve the LP again, the first solution (at > iteration 0) has a lower objective (all right) but the value of the > infeasibility increases. How is it possible that the infeasibility > increases although I removed a constraint? I am (still) using the GLPK > version 4.38.
Though you make the constraint redundant changing its type to GLP_FR, it remains active in the current basis. In glpk (as in many other lp packages) auxiliary variables of active unbounded rows being non-basic are fixed at zero. Thus, if you remove an active *non-zero* bound, the primal value of the auxiliary variable changes that may cause primal infeasibility of the current basis. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
