> 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).
If you introduce a non-negative variable into the model and then perform re-optimization, there may be many pivots needed to the primal simplex to reach the new optimum, so many variables may left/enter the basis. > Can anyone recommend a clean way to do this? If you need to know what happens on the very first pivot, you may limit the number of simplex iterations by 1. > 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. Could you explain what exactly do you need? Are you trying to generate columns in such a way that keeps integrality of the basic solution? Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
