Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-24 Thread Sylvain Fournier
Thanks for your answer Andrew. When I have to remove a basic variable, I fix its bound using the GLP_FX constant as Heinrich suggested, and when I have to remove a non-basic constraint, I unbind it using GLP_FR, before removing them from the problem object in a further iteration where the variable

Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-24 Thread Andrew Makhorin
When I have to remove a basic variable, I fix its bound using the GLP_FX constant as Heinrich suggested, and when I have to remove a non-basic constraint, I unbind it using GLP_FR, before removing them from the problem object in a further iteration where the variable is no more basic or

Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-22 Thread Andrew Makhorin
Please, add the missing information to glpk.pdf as indicated below: Okay. glp_del_rows invalidates the basis factorization. glp_del_cols invalidates the basis factorization if the column is basic. More precisely, any change in the problem object that affects the basis matrix (adding rows,

Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-22 Thread Andrew Makhorin
Now my question is: should I solve the model from scratch in the case I have to remove a lot of variables? Generally, not. Or is there a parameter configuration I should use in my specific case? Glp_simplex always starts the search from the current basis which is provided in glp_prob by

[Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-21 Thread Sylvain Fournier
Hello, I embed the linear GLPK solver into my own Branch-and-Price algorithm and until now I am very satisfied with the performance and stability of the tool. Lately I tested my algorithm on greater models (typically about 5600 constraints and 57000 variables) and I'd like to know if there is

Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model.

2014-03-21 Thread Heinrich Schuchardt
@Andrew: Please, add the missing information to glpk.pdf as indicated below: glp_del_rows invalidates the basis factorization. glp_del_cols invalidates the basis factorization if the column is basic. After invalidation of the basis factorization glp_warm_up has to be called before calling

Re: [Help-glpk] Suggestions for GLPK

2012-06-04 Thread Robbie Morrison
Hello Emanuele You should join the mailing list if you wish to post. Moreover, your subject line Suggestions for GLPK is not especially clear and it would help both you and those later wishing to search the archives if your post was more precisely titled.

Re: [Help-glpk] Suggestions

2005-12-04 Thread Andrew Makhorin
I've been trying GLPK for a month now and I have some suggestions for enhancement that would make the package more attractive (at least to me!). Thank you for suggestions. 1) The possibility to specify that the matrix is symmetric and therefore use half the storage. I've never met