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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.
- [Help-glpk] dual simplex and re-optimization when only variable's bounds change,
Sermsak Uatrongjit <=