Hi, I'm trying to face a multiobjective problem with lexicographic goals. The approach I'm implementing is to optimize the first goal, fix the columns involved in this goal, and proceed to the following goal. This works well. The problem is that subsequently I need to reoptimize: so I have to free the previously fixed variables. But these columns (being fixed) were out of basis, whereas when freed they should stay in basis (they were fixed to values > 0) to keep the current solution feasible. The simplex takes a lot of iterations to bring back the solution to a feasible status.
Which is the best way to avoid this? Thanks Davide -- Davide Anghinolfi, PhD DIST - University of Genoa Via Opera Pia 13, 16145 Genova - Italy Tel: +39 010 353 2284 Cell: +39 349 157 86 60 e-mail: davide.anghino...@unige.it _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
