Re: [Help-glpk] how to modify right hand side and reoptimization

[Andrew Makhorin]

> I need to solve a sequence of LP, each is different from the
> previous one only by ONE right hand side value. I cannot find any
> routine let me modify the rhs and reoptimize. Is there a detour for
> this purpose? I am using GLPK 4.39.

> This is related to my previous posting. I am thinking of use the
> routine glp_set_row_bnds() to change right hand side. Since the basis
> has already been factorized after the first optimization, I would like
> to keep the factorization. Does the routine glp_set_row_bnds()
> eliminate the factorization? The routines glp_get_row_stats() and
> glp_set_row_stats() seem to remember and set what are basic column and
> rows, but not the factorization. Am I right?

Yes. You can use glp_set_row_bnds and glp_set_col_bnds to change bounds
of rows and/or columns and then call glp_simplex to perform reoptimization
starting from the current basis.