Is it normal that solving the problem again with fixed integer variables
at the optimal values takes nearly as long as solving the original
problem? (76sec vs. 72sec)
The problem has:
34536 rows, 34512 columns, 86232 non-zeros
17256 integer variables, all of which are binary
The problem has:
34536 rows, 34512 columns, 86232 non-zeros
17256 integer variables, all of which are binary
On May 31, 2010, at 11:33 AM, Andrew Makhorin <[email protected]> wrote:
> Just a follow-up question to the original question (dual values for
> the continious values in a mixed integer problem):
> So I basically have to solve the problem again but with fixed
> integer values taken from the MIP solution. For the java interface
> this means:
> - retrieve the solutions of the integer variables
> - delete old problem (MIP)
> - create new problem (LP, old integer vars are fixed)
> - solve again
> Or is there a better way?
You don't need to destroy the old problem object. Just fix integer
variables at the optimal values found by the mip solver and call the
simplex solver.
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