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Re: [Help-glpk] How can I set glpk with an initial solution?
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] How can I set glpk with an initial solution? |
Date: |
Sun, 9 Sep 2007 13:45:53 +0400 |
> I #39;m trying to solve a series of LP problems, the former
> solution is a feasible and suboptimal solution to the latter one, so
> in each time, start optimization problem from a suboptimal solution
> sounds to be faster than from zeros. So does anyone know about it
> please share me the way. Thank you very much!
If you need to reoptimize lp, you should do nothing. By default
glp_simplex starts the search from the current basis stored in
glp_prob object. So if you have obtained some optimal basis, you can
modify the problem object and then just call glp_simplex. Note,
however, that in this case you should not remove active (non-basic)
rows and/or basic columns in order to keep the current basis valid.