I am using a column generation scheme with the GLPK C API. I need to get a
deeper understanding of what is happening in my model. When a variable enters
the formulation/basis and is assigned a non-integer primal value, I'd really
like to know which variable left the basis to understand why the entering
variable isn't integer (ultimately in this model all variables will be assigned
binary values).
Can anyone recommend a clean way to do this? I suppose I could keep track of
all non-basic vars before each iteration and the see who was added to the set
of non-basics after a non-int variable enters the basis. That sounds like
overkill maybe? Right now, after each new column is added, I check if it's
primal value is between 0 and 1. If so, I print out information regarding each
row containing that variable if that row is on its bound. I thought this would
provide some insight, but doesn't quite get me there. Hence the question I'm
posing now.
I can provide more information/clarification if it's helpful. Thanks in
advance.
Joey
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