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Re: [Help-glpk] Simplex with Integer variables


From: Andrew Makhorin
Subject: Re: [Help-glpk] Simplex with Integer variables
Date: Wed, 29 Jun 2011 17:10:21 +0400

> I need to solve an Integer Linear Program but want to look at the result of
> an LP relaxation first.
> What happens when the simplex or interior points algorithms are run on an LP
> problem that has variables of type GLP_IV?
> Does it automatically perform LP relaxation and if so how is it performed?
> 

Glp_simplex and glp_interior just ignore integrality flags as if all
integer variables were continuous (i.e. as if GLP_CV were specified
rather than GLP_IV). If you are using glpsol, you may obtain optimal
solution to lp relaxation by specifying --nomip option.




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