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Re: [Help-glpk] interpretation of 'glp_print_sol' and 'glp_print_ranges'


From: Robbie Morrison
Subject: Re: [Help-glpk] interpretation of 'glp_print_sol' and 'glp_print_ranges'
Date: Mon, 17 Oct 2011 09:33:03 +1300 (NZDT)
User-agent: SquirrelMail/1.4.17

Hi Andrew

First, with respect to:

  http://en.wikibooks.org/wiki/GLPK/Solution_information#Solution_recovery
  
http://en.wikibooks.org/wiki/GLPK/Solution_information#Sensitivity_analysis_report

I added to following comments:

  "The output produced by 'glp_print_sol' is
   similar to that used by the IBM MPS/360 linear
   programming package, but altered a little,
   because GLPK uses auxiliary rather than
   slack/surplus variables.[1]"

  "The output produced by 'glp_print_ranges' is
   identical to that used by the IBM MPS/360
   linear programming package (see Murtagh 1981)."

  "[1] Murtagh, Bruce A (1981). Advanced linear
   programming : theory and practice. New York,
   USA: McGraw-Hill. ISBN 0-07-044095-6."

Second, in response to the following two emails:

------------------------------------------------------------
To:           Robbie Morrison <address@hidden>
Subject:      Re: [Help-glpk] interpretation of 'glp_print_sol' and
'glp_print_ranges'
Message-ID:  <address@hidden>
From:         Andrew Makhorin <address@hidden>
Date:         Thu, 13 Oct 2011 01:14:22 +0400
------------------------------------------------------------

------------------------------------------------------------
To:           Robbie Morrison <address@hidden>
Subject:      Re: [Help-glpk] interpretation of 'glp_print_sol' and
'glp_print_ranges'
Message-ID:  <address@hidden>
From:         Andrew Makhorin <address@hidden>
Date:         Thu, 13 Oct 2011 01:25:46 +0400
------------------------------------------------------------

The KKT equations you wrote out (min z = c'x, etc) have
already presented at some length:

  
http://en.wikibooks.org/wiki/GLPK/Background_theory#Karush-Kahn-Tucker_(KKT)_optimality_conditions

The material on the interpretation of KKT reports:

  http://en.wikibooks.org/wiki/GLPK/Solution_information#KKT_report

was intended to be descriptive.  The descriptions
themselves were taken from section 2.10.1 of the
GLPK manual and then paraphrased to fit.

In order to make the KKT equations more evident,
I have now added them to that same table.  And
included the following pointer to the background
material:

  "The mathematical expressions given in the first
   table are described in detail here."

Does this suffice?  I feel the descriptions should
remain, given the wikibook is often read by people
with little or no knowledge of linear programming.

with best wishes, Robbie
---
Robbie Morrison
PhD student -- policy-oriented energy system simulation
Technical University of Berlin (TU-Berlin), Germany
University email (redirected) : address@hidden
Webmail (preferred)           : address@hidden
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