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