On Mon, 2018-05-28 at 12:13 -0500, STEVE VESTAL wrote: > I have a couple of initial questions based on skimming the GLPK > Reference Manual and examples. > > > > The manual says set_glb_obj_coef applies to structural variables. How > are auxiliary (aka slack, row) variable costs set?
Glpk does not support objective coefficients for auxiliary variables. If you have a constraint, say, x1 + x2 + x3 >= 1, you may replace it with equality x1 + x2 + x3 - t = 0 and bound inequality t >= 1, and assign the obj coefficient to t. > > > Are free variables implemented as the difference of two non-negative > variables? No. For details please see Section 2.8 "Simplex method routines" and Section 4.1 "Background" in the reference manual (glpk/doc/glpk.pdf). > Is it possible to set the costs (objective coefficients) of the two to > have the same sign so that the absolute value of a free variable can > be maximized/minimized? If needed, you may use equality x1 - x2 - f = 0, where f is a free variable, x1 and x2 are non-negative variables. > > > > Has anyone benchmarked GLPK against the netlib LP suite, > http://www.netlib.org/lp/ Please see glpk/doc/netlib.txt . > > > Are there any reports of how it has fared with those? (The objective > values obtained by rational solution have been published.) > > > > Thanks. > > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
