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[Help-glpk] Re: Add new rows in a branch and cut resolution with presolv


From: Xypron
Subject: [Help-glpk] Re: Add new rows in a branch and cut resolution with presolve enabled
Date: Fri, 28 Jan 2011 20:00:35 +0100
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.1.16) Gecko/20101123 SeaMonkey/2.0.11

Hello David,

please, register for the GLPK help list if you want your mail to be received.
See http://lists.gnu.org/mailman/listinfo/help-glpk

There is no function in the API to add rows to the original problem.

You can find the internal function used for pre- and postprocessing in
function preprocess_and_solve_mip in glpk-4.45/src/glpapi09.c.

I suggest you simplify your problem formulation such that you
can do without preprocessor.

The preprocessor can be switched off using the flag presolve in
structure glp_iocp. See glpk-4.45/doc/glpk.pdf.

Best regards

Xypron


 wrote:
     I suppose that it´s a common problem; we are using an algorithm that
foolows a strategy based on Bender´s idea for solving a bilevel problem
(max-min). We obtain a partial resolution of the problem using branch&cut,
we test a set of restrictions and if any of this restrictions (a condition
over the objective value of a min problem) is violated we obtain, from the
dual problem, a new restriction to add to the master problem. We iterate
until

     Our problem is that we can´t enable the presolver on the master problem
because it changes the internal representation of the problem and we can´t
add new rows (or make any simplification of the master problem; i.e row or
column cleaning). Is there any way, in the GLPK API, to transform from and
to internal problem representation?

     Thanks in advance, David Pérez.







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