Re: [Help-glpk] warm start with glpk

[glpk xypron]

Hello Richard,

> I want to solve a first time my problem, and then I would like to modify
> only one item ( an objective coefficient or a bound value ), and solving
> again the problem in "warm start",  I mean by using the basis previously found
> on first solving without solving problem again

Please, read the chapter "LP basis constructing routines" of
doc/glpk.pdf in the source release available at
ftp://ftp.gnu.org/gnu/glpk/glpk-4.44.tar.gz

When calling the simplex algorithm with glp_simplex() you
either specify that the presolver is to be used or call it
with valid basis. To create such a basis you can use the
LP basis constructing routines.

glp_simplex() can only do warm starts when the presolver
is switched off.

> I've found the routine lpx_warms_up which looks like but it's not exactly
> what I need.
All functions starting with lpx_ except lpx_check_kkt() are
deprecated or for internal use only. Please, rely on the functions
documented in doc/glpk.pdf.

Best regards

Xypron

-------- Original-Nachricht --------
> Datum: Fri, 16 Jul 2010 16:06:29 +0200
> Betreff: [Help-glpk] warm start with glpk

> 
> Hello,
> 
> I'm a  PhD Student and I'm using glpk to solve quite large linear
> programming problems.
> 
> I want to notice that I'm french and I apologize if my english is bad,
> I'll try to explain clearly my problem.
> 
> At first  I want to thank you and all the team ; I'm using glpk since
> release 4.13, and I'm very satisfied with this package which helps me a lot in
> my work !
> 
> Now I'm using glpk 4.43, I've read the doc and I don't find how to make a
> "warm start" : 
> 
> I want to solve a first time my problem, and then I would like to modify
> only one item ( an objective coefficient or a bound value ), and solving
> again the problem in "warm start",  I mean by using the basis previously found
> on first solving without solving problem again or factorisation again (
> just in order to save time, my problems are very long to solve and I will
> have to make many iteration this way ).
> I've found the routine lpx_warms_up which looks like but it's not exactly
> what I need.
> 
> I've not found in the documentation the routines I need, is it possible to
> do that with glpk ? 
> If it is, can you please highlight me with the routines I should use ?
> 
> Thanks and again thank you for your job with glpk !
> 

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