Re: [Help-glpk] initialization of LP

[glpk xypron]

Hello Jinwei,

if there is only a single solution for an LP the result of GLPK should not 
depend on any initial value.

The problem You describe often arises in scheduling, where planners want a NEAR 
optimum solution but they are unwilling to accept schedules that are completely 
changed between planning runs.

To keep solutions alike You can use the difference between the actual solution 
and the initial solution to calculate a penalty.

Best regards

Xypron

-------- Original-Nachricht --------
> Datum: Thu, 21 Feb 2008 11:51:56 -0500
> Von: "Jinwei Gu" <address@hidden>
> An: address@hidden
> Betreff: [Help-glpk] initialization of LP

> Hi, All,
> 
> I am wondering how we can do initialization in GLPK.
> 
> In my problems, I am optimizating several thousands of small LP problems.
> I
> need their solutions to be similar to each other. However, due to various
> noise in these problems, some of them are not feasible or not easy to
> converge. In result, the output from GLPK for these problems are not close
> to each other at all. One solution I am thinking about is to use the
> solution from one problem as the initial solution of the next problem. In
> this way, even if the next problem will not converge, the result might
> still
> be close to the initial solution.
> 
> Could anybody tell me how to specify the initial solution for GLPK? Or is
> it
> possible to do?
> 
> Thanks.
> 
> 
> -- 
> Best wishes,
> Jinwei Gu

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