> I am trying to develop a column generation algorithm for a MIP problem
Please note that glpk mip solver does *not* support column generation. Only rows (lazy constraints and/or cutting planes) can be added to subproblems during the search. > and I want to calculate the reduced costs of my variables. > > I do not have access to the API but I can only call the glpsol > executable and so I thought I would use the .dual suffix after > “--read"ing the solution of the current subproblem. > > The problem is that the .dual function always returns 0, for every > structural variable. > > I thought that the problem was I have a MIP problem instead of a LP > problem. So I ran glpsol with the --nomip option but the result is > still 0! > > What am I doing wrong? > If your mathprog model has integer variables, it is considered as mip independently on --nomip option. The latter affects only output from the problem object (e.g. -o option) and doesn't affect which solution components (lp or mip) go into the model. And since for mip solution dual variables have no meaning, they all are set to zero. _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org https://lists.gnu.org/mailman/listinfo/help-glpk
