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Re: [Help-glpk] Suggestions to solve the master problem faster in a Bran
From: |
Heinrich Schuchardt |
Subject: |
Re: [Help-glpk] Suggestions to solve the master problem faster in a Branch-and-Price model. |
Date: |
Fri, 21 Mar 2014 22:05:32 +0100 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:17.0) Gecko/20131103 Icedove/17.0.10 |
@Andrew:
Please, add the missing information to glpk.pdf as indicated below:
glp_del_rows invalidates the basis factorization.
glp_del_cols invalidates the basis factorization if the column is basic.
After invalidation of the basis factorization glp_warm_up has to be
called before calling glp_simplex.
On 21.03.2014 20:46, Sylvain Fournier wrote:
The real time consuming process is when I have to "remove" some
variables (at branching): in this case I don't remove them from the
model (at least not the ones that are basic) but I just set both their
bounds to 0
Hello Sylvain,
in glp_set_col_bnds you should also set the type to GLP_FX when you set
upper and lower bound to the same value.
Best regards
Heinrich Schuchardt