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Re: [Help-glpk] is it possible to determine the value a nb variable will


From: Michael Hennebry
Subject: Re: [Help-glpk] is it possible to determine the value a nb variable will take?
Date: Tue, 20 Jan 2009 09:20:29 -0600 (CST)
User-agent: Alpine 1.00 (DEB 882 2007-12-20)

On Tue, 20 Jan 2009, Andrew Makhorin wrote:

[Michael Hennebry]
Thank you for the code.
I noticed that you used the lpx_warm_up function iteratively.
IIRC lpx_warm_up is good for setting an initial basis,
but is rather slow as a pivot mechanism.
I'm pretty sure it will refactor the basis from scratch every time.

Lpx_warm_up computes the basis factorization only if it does not exist,
i.e. if glp_bf_exists returns zero.

Does changing the status of a basic variable to
nonbasic cause glp_bf_exists to return nonzero?

That said, I'm not sure the API provides another mechanism for a custom
pivot.

Yes, there must be added an api routine to update the factorization
on changing the basis when a specified basic variable leaves the basis
and a non-basic one enters it.

For what I have in mind, I need to specify
both the entering and leaving variables.

--
Michael   address@hidden
"Pessimist: The glass is half empty.
Optimist:   The glass is half full.
Engineer:   The glass is twice as big as it needs to be."




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