Dear sir, I just want to verify my understanding about calling dual simplex and re-optimization.
My problem is to solve many LP of the following form: max/min x_k s.t. A*x = b l <= x <= u for k=1,2,...,n. (x is R^n) For each LP, only the boundary of x (i.e., l, u) are changed. I set glpk parameter to use DUALP and presolve is OFF. Then I call glpk to solve the above LP with different bounds. Is this the correct step ? Is there any other calling sequence that can help reducing the total number of simplex iterations ? Thank you.Dear sir,
I just want to verify my understanding about calling dual simplex and re-optimization.
My problem is to solve many LP of the following form:
max/min x_k
s.t.
A*x = b
l <= x <= u
for k=1,2,...,n. (x is R^n)
For each LP, only the boundary of x (i.e., l, u) are changed.
I set glpk parameter to use DUALP and presolve is OFF.
Then I call glpk to solve the above LP with different bounds.
Is this the correct step ?
Is there any other calling sequence that can help reducing the total
number of simplex iterations ?
Thank you.
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