Re: [Help-glpk] about dual value

[xypron]

Hello Cen

cen zhihao-2 wrote:
> 
> 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.
> 

I am currently trying to integrate this feature into GLPSOL.

Below is the coding I use for this purpose.

Best regards

Xypron

      switch (sol)
      {  case GLP_SOL:
            break;
         case GLP_IPT:
         case GLP_MIP:
            xprintf("Solving LP relaxation with fixed integers...\n");
            for (j = 1; j <= n; j++)
            {
               kind = glp_get_col_kind(prob, j);
               switch (kind)
               {  case GLP_IV:
                  case GLP_BV:
                     switch (sol)
                     {
                        case GLP_IPT:
                           x = glp_ipt_col_prim(prob, j);
                           break;
                        default:
                           x = glp_mip_col_val(prob, j);
                           break;
                     }
                     glp_set_col_bnds(prob, j, GLP_FX, x, x);
               }
            }
            glp_init_smcp(&parm);
            parm.msg_lev = GLP_MSG_ALL;
            parm.meth = GLP_DUALP;
            ret = glp_simplex(prob, &parm);
            break;
         default:
            xassert(sol!=sol);
      }
      for (j = 1; j <= m; j++)
      {     
         dual = glp_get_row_dual(prob, j);
         x    = glp_get_row_prim(prob, j);
         if (fabs(x) < 1e-9) x = 0.0;
      //  add code to save values here
      }

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