[Help-glpk] Fwd: glpk, reduced prices at each step

[Graham Rockwell]

---------- Forwarded message ----------
From: Graham Rockwell<address@hidden>
Date: Mon, Mar 23, 2009 at 5:24 PM
Subject: glpk, reduced prices at each step
To: Andrew Makhorin <address@hidden>


Dr. Makhorin,

Would to be able to get the reduced prices of each column for the objective at 
each basis as the simplex solving method moves from state to state.

What would the best way to accomplish this be?

Example sudo code (if there was a glp_simplex_step function):

simplex_reduced_price_record(lp,objectiveIndexs,objetiveValues){
 resultIndexs = []
 resultValues = []

 i = 0
 while(status(lp) != optimal){
   i = i + 1
   indexs = objectiveIndexs
   values = objectiveValues

   glpk.glp_lpx_transform_row(lp, size, indexs, values)
  
  resultIndexs[i] = indexs
  resultValues[i] = values
 
  glp_simplex_step(lp)
  }

return(resultIndexs,resultValues)
}

Graham Rockwell

---------- Forwarded message ----------
From: Graham Rockwell <address@hidden>
Date: Mon, Mar 23, 2009 at 5:24 PM
Subject: glpk, reduced prices at each step
To: Andrew Makhorin <address@hidden>


Dr. Makhorin,

Would to be able to get the reduced prices of each column for the objective at each basis as the simplex solving method moves from state to state.

What would the best way to accomplish this be?

Example sudo code (if there was a glp_simplex_step function):

simplex_reduced_price_record(lp,objectiveIndexs,objetiveValues){
 resultIndexs = []
 resultValues = []

 i = 0
 while(status(lp) != optimal){
   i = i + 1
   indexs = objectiveIndexs
   values = objectiveValues

   glpk.glp_lpx_transform_row(lp, size, indexs, values)
 
  resultIndexs[i] = indexs
  resultValues[i] = values
 
  glp_simplex_step(lp)
  }

return(resultIndexs,resultValues)
}

Graham Rockwell