Re: [Help-glpk] Simplex and Interior Point return different solutions (4.55 vs 4.56+)

2016-04-11 Thread Andrew Makhorin
On Mon, 2016-04-11 at 14:48 -0400, Marco Montes de Oca wrote: > Hi. > I've found several cases where the solution's objective function > values returned by the simplex method (versions 4.56 onward) and the > interior point method (versions 4.56 onward) are different. However, > the same problems o

Re: [Help-glpk] Simplex in GLPK and CPLEX in GAMS

2015-11-24 Thread Andrew Makhorin
On Tue, 2015-11-24 at 10:11 +0100, Yaser Tohidi wrote: > Hi > > > Thanks for your email. This is the result I get: Your lp is badly scaled, so I suggest to use the following sequence: glp_scale_prob(lps12, GLP_SF_AUTO); glp_adv_basis(lps12, 0); glp_simplex(lps12, NULL); For more detai

Re: [Help-glpk] Simplex in GLPK and CPLEX in GAMS

2015-11-23 Thread Andrew Makhorin
On Mon, 2015-11-23 at 17:45 +0100, Yaser Tohidi wrote: > Hi > > > I have the attached GAMS file that I can solve in GAMS. > But when I try to solve the .lp version (attached) by glpk (the c file > is attached), I receive "LP has no primal feasible solution". > Please let me know what I can do for

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-20 Thread Michael Hennebry
On Mon, 19 Aug 2013, Matteo Fischetti DEI wrote: Just a last comment: in case of (primal) degeneracy, a vertex x* can be optimal but a given associated basis B can still lead to negative reduced costs, i.e., B can be "nonoptimal". Indeed, the test on reduced costs is only a sufficient conditio

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-19 Thread Matteo Fischetti DEI
Just a last comment: in case of (primal) degeneracy, a vertex x* can be optimal but a given associated basis B can still lead to negative reduced costs, i.e., B can be "nonoptimal". Indeed, the test on reduced costs is only a sufficient condition that can be violated by several bases B associat

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-19 Thread Michael Hennebry
On Mon, 19 Aug 2013, sgerber wrote: Thanks for all the helpful answers. One more clarifying question. You mentioned: It checks all extreme rays of a cone that includes the feasible region. The number of rays is the dimension of the problem. The cone you described is the intersection of the ha

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-19 Thread sgerber
Thanks for all the helpful answers. One more clarifying question. You mentioned: It checks all extreme rays of a cone that includes the feasible region. The number of rays is the dimension of the problem. The cone you described is the intersection of the half spaces of the active constraints.

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-17 Thread Michael Hennebry
On Sat, 17 Aug 2013, Andrew Makhorin wrote: Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? You may perform the post-optimal analysis by specifying the '--ranges' option for glpsol, or with the routine glp_print_ranges. For more details please see the

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Andrew Makhorin
> Is it possible to enumerate the neighboring feasible solutions of the > solution of an lp? > I assume that in order to decide if the simplex algorithm can stop it > is necessary to check all neighboring feasible solutions. Is this right? > And if so is there a way of enumerating the neighborho

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Michael Hennebry
On Fri, 16 Aug 2013, sgerber wrote: On 2013-08-16 11:48, Michael Hennebry wrote: On Thu, 15 Aug 2013, sgerber wrote: Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? I assume that in order to decide if the simplex algorithm can stop it is necessary to

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Matteo Fischetti DEI
As you observed, because of degeneracy some of the basic solutions associated with different adjacent bases can in fact coincide. Nevertheless, the number of different adjacent vertices can still be very large (as Micheal said, their number can be "much larger than the dimension of the problem

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Kevin Hunter Kesling
At 12:03pm -0400 Fri, 16 Aug 2013, Sam Gerber wrote: On 2013-08-16 11:48, Michael Hennebry wrote: On Thu, 15 Aug 2013, sgerber wrote: Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? I assume that in order to decide if the simplex algorithm can stop it i

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread sgerber
Hi Matteo Thank you, this is very helpful. I am really interested in the geometric neighborhood. This sentence is paragraph is a little confusing: In case of primal degeneracy, instead, you have a (possibly exponential) n. of different bases B*_1, B*_2, associated with a single vertex x

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Matteo Fischetti DEI
Hi Sam. You have two related concepts here: one is vertex adjacency (a geometric concept), and the other is adjacency between LP bases. If you have no primal degeneracy (are you sure? this is *very* unusual!), the two concepts coincide and you can enumerate all the vertices x adjacent to a g

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread sgerber
On 2013-08-16 11:48, Michael Hennebry wrote: On Thu, 15 Aug 2013, sgerber wrote: Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? I assume that in order to decide if the simplex algorithm can stop it is necessary to check all neighboring feasible solutio

Re: [Help-glpk] Simplex vertex neighborhood

2013-08-16 Thread Michael Hennebry
On Thu, 15 Aug 2013, sgerber wrote: Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? I assume that in order to decide if the simplex algorithm can stop it is necessary to check all neighboring feasible solutions. Is this right? And if so is there a way o

[Help-glpk] Simplex vertex neighborhood

2013-08-15 Thread sgerber
Hi Is it possible to enumerate the neighboring feasible solutions of the solution of an lp? I assume that in order to decide if the simplex algorithm can stop it is necessary to check all neighboring feasible solutions. Is this right? And if so is there a way of enumerating the neighborhood of

Re: [Help-glpk] Simplex vs. Interior-Point

2011-10-30 Thread Nigel Galloway
Firstly, you need to be specific about your meaning of complexity. Mathmatically complexity is defined by irreducibility. A problem is not more complex because it takes glpk longer to solve it, or the special case interior method described below. Secondly we need to think about glpk solving things

Re: [Help-glpk] Simplex vs. Interior-Point

2011-10-29 Thread Cenk Toker
Thanks for the answer Haroldo. Does GLPK implement the "textbook" simplex method? I am not an computational complexity analysis expert (not even an algorithm one). As far as I know there is no simple way to calculate the complexity of the simplex algorithm. As you wrote there exist some worst

Re: [Help-glpk] Simplex vs. Interior-Point

2011-10-29 Thread Haroldo Santos
Hi Cenk, On Sat, Oct 29, 2011 at 7:36 AM, Cenk Toker wrote: > Dear All, > > I have recently used GLPK to solve a sparse LP problem (a resource > allocation problem for OFDMA) and found that the simplex solver is much > faster than the interior-point solver. > The problem has a special structure w

[Help-glpk] Simplex vs. Interior-Point

2011-10-29 Thread Cenk Toker
Dear All, I have recently used GLPK to solve a sparse LP problem (a resource allocation problem for OFDMA) and found that the simplex solver is much faster than the interior-point solver. The problem has a special structure where all vertices are integer. Therefore, although the original under

Re: [Help-glpk] Simplex with Integer variables

2011-06-29 Thread sabs
Andrew Makhorin wrote: > >> I need to solve an Integer Linear Program but want to look at the result >> of >> an LP relaxation first. >> What happens when the simplex or interior points algorithms are run on an >> LP >> problem that has variables of type GLP_IV? >> Does it automatically perform

Re: [Help-glpk] Simplex with Integer variables

2011-06-29 Thread Andrew Makhorin
> I need to solve an Integer Linear Program but want to look at the result of > an LP relaxation first. > What happens when the simplex or interior points algorithms are run on an LP > problem that has variables of type GLP_IV? > Does it automatically perform LP relaxation and if so how is it perfo

[Help-glpk] Simplex with Integer variables

2011-06-28 Thread sabs
I need to solve an Integer Linear Program but want to look at the result of an LP relaxation first. What happens when the simplex or interior points algorithms are run on an LP problem that has variables of type GLP_IV? Does it automatically perform LP relaxation and if so how is it performed? T

Re: [Help-glpk] Simplex

2009-12-04 Thread Andrew Makhorin
> just a simple (and perhaps dummy!) question I cound #39;t find the > answer on GLPK documentation: supose I have a glp_prob and solve it > with glp_simplex. Now, if I add a new column does glpk solve the new > problem from scratch? If the LP presolver is disabled (it is disabled by default), glp

[Help-glpk] Simplex

2009-12-04 Thread Afonso Henrique Sampaio
Hi, just a simple (and perhaps dummy!) question I cound't find the answer on GLPK documentation: supose I have a glp_prob and solve it with glp_simplex. Now, if I add a new column does glpk solve the new problem from scratch? I mean, it is possible to obtain 2 different solutions to a problem (but

Re: [Help-glpk] Simplex based or interior point based solvers???

2006-07-13 Thread Andrew Makhorin
> My name is Eduardo Valdivieso. I am a research student at Purdue > University and I am new to Linear Programming and the solvers used > to find their solutions. I was wondering what the difference between > Solvers that use Interior point methods to solve their solutions and > the Solvers that ar

Re: [Help-glpk] Simplex based or interior point based solvers???

2006-07-12 Thread Paulo J. Matos
On 11/07/06, Eduardo Valdivieso <[EMAIL PROTECTED]> wrote: Hello, My name is Eduardo Valdivieso. I am a research student at Purdue University and I am new to Linear Programming and the solvers used to find their solutions. I was wondering what the difference between Solvers that use Interior

[Help-glpk] Simplex based or interior point based solvers???

2006-07-11 Thread Eduardo Valdivieso
Hello,   My name is Eduardo Valdivieso.  I am a research student at Purdue University and I am new to Linear Programming and the solvers used to find their solutions.  I was wondering what the difference between Solvers that use Interior point methods to solve their solutions and the Solvers t

[Help-glpk] simplex loop

2005-11-19 Thread Dietrich Tent
Hello, what does it mean when the simplex loops (will not return) and how can I avoid it ? Dietrich Tent -- Lust, ein paar Euro nebenbei zu verdienen? Ohne Kosten, ohne Risiko! Satte Provisionen für GMX Partner: http://www.gmx.net/de/go/partner __

Re: [Help-glpk] Simplex error message

2005-11-04 Thread Andrew Makhorin
> using the simplex of the glpk I got an error message which says: the basis > matrix is singuar. Can You tell me what is meant, because I think the basis > matrix is the unity and therefore not singular. This means that the matrix built from columns (of the original constraint matrix) correspo

[Help-glpk] Simplex error message

2005-10-30 Thread Dietrich Tent
Hello , using the simplex of the glpk I got an error message which says: the basis matrix is singuar. Can You tell me what is meant, because I think the basis matrix is the unity and therefore not singular. Yours sincerly Dietrich Tent -- 10 GB Mailbox, 100 FreeSMS/Monat http://www.gmx.ne