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[Help-glpk] dual simplex and re-optimization when only variable's bounds


From: Sermsak Uatrongjit
Subject: [Help-glpk] dual simplex and re-optimization when only variable's bounds change
Date: Tue, 16 Feb 2010 06:29:17 +0300

Dear sir,

I just want to verify my understanding about calling dual simplex and 
re-optimization.

My problem is to solve many LP of the following form:

max/min  x_k
s.t.
  A*x = b
  l <=  x  <= u

for k=1,2,...,n. (x is R^n)

For each LP, only the boundary of x (i.e., l, u) are changed.

I set glpk parameter to use DUALP and presolve is OFF.

Then I call glpk to solve the above LP with different bounds.

Is this the correct step ?

Is there any other calling sequence that can help reducing the total 
number of simplex iterations ?

Thank you.
 
Dear sir,

I just want to verify my understanding about calling dual simplex and re-optimization.

My problem is to solve many LP of the following form:

max/min  x_k
s.t.
  A*x = b
  l <=  x  <= u

for k=1,2,...,n. (x is R^n)

For each LP, only the boundary of x (i.e., l, u) are changed.

I set glpk parameter to use DUALP and presolve is OFF.

Then I call glpk to solve the above LP with different bounds.

Is this the correct step ?

Is there any other calling sequence that can help reducing the total
number of simplex iterations ?

Thank you.

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