Hello Pietro, http://www.xypron.de/viewvc/svn/glpk/branches/glpk-4.38-dot/src/glpapi16.c?view=markup shows how function glp_mpl_postsolve could be patched to provide the dual cost of the LP problem, which results from fixing all integers to their optimal value. cf. http://lists.gnu.org/archive/html/help-glpk/2010-05/msg00013.html
This value then could be accessed in the GMPL language (ie in glpsol). http://code.google.com/p/cspsol/ might be of interest to you. Best regards Heinrich Schuchardt http://www.xypron.de > Gesendet: Mittwoch, 12. März 2014 um 17:38 Uhr > Cc: "[email protected]" <[email protected]> > Betreff: Re: [Help-glpk] Column Generation > > > > 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 > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk > _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
