Are you asking what is the value of outputting duals? Sometimes I use GLPK for prototyping revenue management models. In these models we throw away the primal solution and use the dual variables as the "bid" prices.
-----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Andrew Makhorin Sent: Friday, June 12, 2009 9:33 AM To: Xypron Cc: [email protected] Subject: Re: [Help-glpk] Outputting dual cost from GLPSOL Hi Xypron, > the question of outputting dual cost from GLPSOL has been raised > repeatedly: > http://lists.gnu.org/archive/html/help-glpk/2007-02/msg00024.html > http://lists.gnu.org/archive/html/help-glpk/2008-01/msg00060.html > http://lists.gnu.org/archive/html/help-glpk/2008-12/msg00076.html > http://lists.gnu.org/archive/html/help-glpk/2009-02/msg00065.html > A patch is available: > http://glpk.dyndns.org/viewvc/svn/glpk/glpk/branches/glpk-4.38-dot/ > svn://glpk.dyndns.org/svn/glpk/glpk/branches/glpk-4.38-dot/ Thank you for your efforts. > Do you see a chance to integrate this feature? It is still unclear to me in which context the dual values and statuses could be used in the model, because there is no feature to change and reoptimize the model. Only for reporting purposes? (I noticed that in the patch to glpapi16.c you obtain the row/column statuses with glp_get_xxx_stat even for GLP_IPT and GLP_MIP. For GLP_IPT all statuses should be assigned to GLP_BS, because formally in the interior-point solution all primal and dual variables are "basic". For GLP_MIP it would be possible to fix all integer variables at their optimal values and then find corresponding basic solution; this would provide "correct" statuses and dual values.) Best regards, Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk ---------------------------------------------------------------------------- This e-mail and any attachments may be confidential or legally privileged. If you received this message in error or are not the intended recipient, you should destroy the e-mail message and any attachments or copies, and you are prohibited from retaining, distributing, disclosing or using any information contained herein. Please inform us of the erroneous delivery by return e-mail. Thank you for your cooperation. ---------------------------------------------------------------------------- _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
