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Re: [Help-glpk] Manipulating the lp and reuse of old LP
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Manipulating the lp and reuse of old LP |
Date: |
Tue, 13 Jun 2006 07:55:49 +0400 |
> I have a general question regarding LPs. A LP should have one solution
> and so a basis which has normal and dual information. Via changing the
> LP (Adding one variable for some inequalities, changing the objective
> function and changing the limits of the inequalities a little bit, you
> consider a second LP. The dual inequalities from the basis still have
> the property that the indicated solution is quite near the new optimal
> solution and also 0 is in the dual solution space of the second
> problem.
>
> But the normal information from the basis is not applicable anymore. Is
> it possible to work with the old basis in general at LPs and
> specifically at glpk?
Glpk simplex solver always starts the search from the current basis
specified in lpx object. If you did not remove active constraints
and/or basic variables since the last call to lpx_simplex, the basis
remains valid that allows the solver performing re-optimization.
In particular, glpk b&b solver uses such feature.
Andrew Makhorin