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[Help-glpk] Modifying the column statuses to make a valid LP basis after


From: Kelly, Jeff (ON0F)
Subject: [Help-glpk] Modifying the column statuses to make a valid LP basis after some column bounds have been modified.
Date: Mon, 2 May 2011 06:31:31 -0400

Andrew;

 

After I solve either a primal or dual simplex LP successively I then use glp_get_col_stat() to recover the statuses.  Then based on the solution values I modify some of the variables by using glp_set_col_bnds() with either GLP_DB or GLB_FX attributes.

 

When I try to re-solve by first calling glp_set_col_stat() and glp_set_row_stat() the return from glp_simplex() (i.e., glp_warm_up() called internally) is usually that the LP basis is invalid.

 

Therefore I am wondering how I can modify the statuses apriori given the new column bounds if that is even possible?

 

Thanks - Jeff


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