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From: | Daniel Gustafson |
Subject: | [Help-glpk] Relaxed LP Results |
Date: | Sat, 18 Aug 2007 15:48:29 -0500 |
User-agent: | Thunderbird 2.0.0.6 (Windows/20070728) |
Is is possible to get the reduced costs of the continuous variables without resolving as an LP problem? Am I on shaky theoretical grounds even asking for reduced costs on a relaxed solution? Would it make any difference if I turned the variable bounds into constraints?
BTW, I am experimenting with a Benders Decomposition in which the Sub Problem has some binary variables.
Thanks,
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