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Re: [Help-glpk] Using branch and cut starting with relaxed solution
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Using branch and cut starting with relaxed solution |
Date: |
Fri, 19 Dec 2008 22:07:14 +0300 |
>> There exists so called crossover procedure that allows recovering
>> a basic solution corresponding to a given optimal solution. As a rule
>> it follows the interior point method to recover the basis. However,
>> this feature is not yet implemented in glpk.
> Do you have a handy citation for this procedure? I did a quick search
> and only found links to CPLEX documentation without any algorithmic
> details.
See the following paper:
Nimrod Megiddo, "On Finding Primal- and Dual-Optimal Bases," ORSA J.
on Comp., 1991.
http://theory.stanford.edu/~megiddo/pdf/primdual.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.11.427