> 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? If the current basic solution is optimal and you free some previously fixed variables, the solution cannot become primal infeasible; it may become only non-optimal (dual infeasible). Or I misunderstand something? Andrew Makhorin _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk