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[Help-glpk] about dual value


From: cen zhihao
Subject: [Help-glpk] about dual value
Date: Fri, 12 Jun 2009 17:07:13 +0300

Hello

I use glpk to solve a MIP problem : 

min c1 * x + c2 * y
A1 * x + A2 * y <= b
(x is a vector of integer, y is a vector of real value)

After having solved the mip problem succefully (optimal solution : x = x' and y 
= y'), 
I want to have the dual value of b with relaxing problem to continuous one and 
keep 
the solution at (x', y').

Is there a function if GLPK giving this informaion? Or someone can help me to 
calculate these
values.

Many thanks.

CEN



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Hello

I use glpk to solve a MIP problem :

min c1 * x + c2 * y
A1 * x + A2 * y <= b
(x is a vector of integer, y is a vector of real value)

After having solved the mip problem succefully (optimal solution : x = x' and y = y'),
I want to have the dual value of b with relaxing problem to continuous one and keep
the solution at (x', y').

Is there a function if GLPK giving this informaion? Or someone can help me to calculate these
values.

Many thanks.

CEN


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