Hello Richard, > I want to solve a first time my problem, and then I would like to modify > only one item ( an objective coefficient or a bound value ), and solving > again the problem in "warm start", I mean by using the basis previously found > on first solving without solving problem again
Please, read the chapter "LP basis constructing routines" of doc/glpk.pdf in the source release available at ftp://ftp.gnu.org/gnu/glpk/glpk-4.44.tar.gz When calling the simplex algorithm with glp_simplex() you either specify that the presolver is to be used or call it with valid basis. To create such a basis you can use the LP basis constructing routines. glp_simplex() can only do warm starts when the presolver is switched off. > I've found the routine lpx_warms_up which looks like but it's not exactly > what I need. All functions starting with lpx_ except lpx_check_kkt() are deprecated or for internal use only. Please, rely on the functions documented in doc/glpk.pdf. Best regards Xypron -------- Original-Nachricht -------- > Datum: Fri, 16 Jul 2010 16:06:29 +0200 > Betreff: [Help-glpk] warm start with glpk > > Hello, > > I'm a PhD Student and I'm using glpk to solve quite large linear > programming problems. > > I want to notice that I'm french and I apologize if my english is bad, > I'll try to explain clearly my problem. > > At first I want to thank you and all the team ; I'm using glpk since > release 4.13, and I'm very satisfied with this package which helps me a lot in > my work ! > > Now I'm using glpk 4.43, I've read the doc and I don't find how to make a > "warm start" : > > I want to solve a first time my problem, and then I would like to modify > only one item ( an objective coefficient or a bound value ), and solving > again the problem in "warm start", I mean by using the basis previously found > on first solving without solving problem again or factorisation again ( > just in order to save time, my problems are very long to solve and I will > have to make many iteration this way ). > I've found the routine lpx_warms_up which looks like but it's not exactly > what I need. > > I've not found in the documentation the routines I need, is it possible to > do that with glpk ? > If it is, can you please highlight me with the routines I should use ? > > Thanks and again thank you for your job with glpk ! > -- GRATIS für alle GMX-Mitglieder: Die maxdome Movie-FLAT! Jetzt freischalten unter http://portal.gmx.net/de/go/maxdome01 _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
