[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem |
Date: |
Mon, 31 May 2010 13:33:09 +0400 |
> Just a follow-up question to the original question (dual values for
> the continious values in a mixed integer problem):
> So I basically have to solve the problem again but with fixed
> integer values taken from the MIP solution. For the java interface
> this means:
> - retrieve the solutions of the integer variables
> - delete old problem (MIP)
> - create new problem (LP, old integer vars are fixed)
> - solve again
> Or is there a better way?
You don't need to destroy the old problem object. Just fix integer
variables at the optimal values found by the mip solver and call the
simplex solver.