[Help-glpk] restarting GLPK with dual simplex

[Meketon, Marc]

I'm trying to solve an MIP using the following heuristic.

I solve the LP relaxation (using Simplex - primal).  GLPK finds the
optimal solution.

Then I set the lower bounds on some of the variables to a positive
integer.  For example, if the solution from the simplex says that x[1] =
3.95, I might change the lower bound of x[1] from 0 to 4.0.  A bunch of
problem-specific logic is used in this step, but the only changes are to
lower bounds.

Then I want to resolve using the dual simplex method, since in theory
changing a lower bound will keep the current dual solution feasible.

However, doing so, it seems like GLPK does not restart with a dual
feasible solution.

To paraphrase the above, I'm setting up the model, then issuing the
following code (simplified from my actual code), using the VB interface.

  retVal = glpk_simplex(lp)                   ' runs primal simplex
  glpk_set_col_bnds lp, 1, GLPK_LO, 4.0, 0.0  ' change a lower bound
  
  glpk_set_int_parm lp, GLPK_K_DUAL,1         ' set to dual
  retVal = glpk_simplex(lp)                   ' restart

GLPK doesn't seem to restart with dual feasible solution.

I'm probably not using GLPK correctly.  Can anyone help?

Thanks.
---------------------------------------------------------------------------- 
This e-mail and any attachments may be confidential or legally privileged.  If 
you received this message in error or are not the intended recipient, you 
should destroy the e-mail message and any attachments or copies, and you are 
prohibited from retaining, distributing, disclosing or using any information 
contained herein.  Please inform us of the erroneous delivery by return e-mail. 

Thank you for your cooperation.
----------------------------------------------------------------------------