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[Help-glpk] [Fwd: help to get dual solution from glp_simplex]
From: |
Andrew Makhorin |
Subject: |
[Help-glpk] [Fwd: help to get dual solution from glp_simplex] |
Date: |
Fri, 07 Oct 2011 01:30:49 +0400 |
-------- Forwarded Message --------
From: Sergio Barbosa Villas-Boas sbVB <address@hidden>
To: address@hidden, Leonas Sakalauskas <address@hidden>
Subject: help to get dual solution from glp_simplex
Date: Thu, 06 Oct 2011 17:06:09 -0300
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Hi, gurus
I'm using glpk with linux, writing in C++.
I succeeded in getting results of Simplex by using glp_simplex.
The results are the primal solution.
Now I need to get the dual solution (also known as shadow price).
I tried the code below (simplified)
////////////////////////////////////////////////////////// begin
// load data to lp ....
// create param setting method to DUAL
glp_smcp parm;
glp_init_smcp(&parm);
parm.meth = GLP_DUAL;
// call simplex
glp_simplex(lp, &parm);
////////////////////////////////////////////////////////// end
The glp_simplex function returns the same solution as it the method was
GLP_PRIMAL.
I would appreciate if someone could give me an example of how to write code
to get the dual solution (shadow price).
Thanks in advance.
- ----------------------------------------------------
+------+ Sergio Barbosa Villas-Boas
/------/| address@hidden
| sbVB |/ http://www.sbVB.com.br
+------+ Skype: sbvbsbvb
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