Re: [Help-glpk] Using branch and cut starting with relaxed solution

[Ali Baharev]

> You are completely correct.  Though, I'm finding the relaxed solution right
> now via a decomposition method (which is why I have no basis at the end) and
> I'm finding it up to 100X faster than glp_simplex would otherwise.  Since
> this is the case, I'd love to use that as a starting point for branching.
> My problems are very big (up to several days to run using glp_simplex).

Maybe i am missing some important info.

Why don't you just set the status of the rows and columns
(glp_set_col_stat and glp_set_row_stat) then call lpx_warm_up?

If you are problem is so big that solving the initial relaxation lasts
for several days, are you sure you can solve the corresponding MILP
problem in acceptable time?

Good luck anyhow!

Ali