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[Help-glpk] Uniqueness of a solution
From: |
Marcel Luethi |
Subject: |
[Help-glpk] Uniqueness of a solution |
Date: |
Tue, 26 Oct 2004 08:48:01 +0200 |
Hi all,
I am using glpk to solve the following maxmin problem:
maximize dummyobj: u;
s.t. objective{j in J}:
sum{k in I} p[k,j] * (sum{i in J} w[i] * x[k,i]) >= u;
s.t. errorbound{j in J}:
sum{k in I} (p[k,j] * x[k,j]) <= epsilon;
The problem arises when I want to determine whether the obtained
solution is unique. I implemented it as follows:
lpx_simplex(_pPrimal);
// check optimality, ...
...
// uniqueness
bool unique = true;
for (int j = 2; j <= lpx_get_num_cols(_pPrimal); j++) {
if (lpx_get_col_stat(_pPrimal, j) != LPX_BS) {
// 0 is the rhs of the corresponding constraint in the dual
if (abs(0 - lpx_get_col_dual(_pPrimal, j)) < Constants::eps) {
unique = false;
}
}
}
(A similar check is also performed for the first column. )
I thought that this would give me the reduced costs of the nonbasic
variables, and that the solution is unique if all this values are
strictly positive.
However, I have some problem instances, where I know that the
solution is not unique, but above code still tells me that it is!
Furthermore, solving the LP-Dual with glpsol gives me different
values for the activities.
Thanks in advance for any suggestions.
Regards,
Marcel Luethi
- [Help-glpk] Uniqueness of a solution,
Marcel Luethi <=