I suppose that it´s a common problem; we are using an algorithm that
foolows a strategy based on Bender´s idea for solving a bilevel problem
(max-min). We obtain a partial resolution of the problem using branch&cut,
we test a set of restrictions and if any of this restrictions (a condition
over the objective value of a min problem) is violated we obtain, from the
dual problem, a new restriction to add to the master problem. We iterate
until
Our problem is that we can´t enable the presolver on the master problem
because it changes the internal representation of the problem and we can´t
add new rows (or make any simplification of the master problem; i.e row or
column cleaning). Is there any way, in the GLPK API, to transform from and
to internal problem representation?
Thanks in advance, David Pérez.
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