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Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem


From: Fabio
Subject: Re: [Help-glpk] Re: XyPron: shadow prices in MIP problem
Date: Fri, 11 Jun 2010 01:41:57 -0700 (PDT)

Is it normal that solving the problem again with fixed integer variables at the optimal values takes nearly as long as solving the original problem? (76sec vs. 72sec)

The problem has:
34536 rows, 34512 columns, 86232 non-zeros
17256 integer variables, all of which are binary

On May 31, 2010, at 11:33 AM, Andrew Makhorin <address@hidden> wrote:

> Just a follow-up question to the original question (dual values for
> the continious values in a mixed integer problem):

> So I basically have to solve the problem again but with fixed
> integer values taken from the MIP solution. For the java interface
> this means:
> - retrieve the solutions of the integer variables
> - delete old problem (MIP)
> - create new problem (LP, old integer vars are fixed)
> - solve again

> Or is there a better way?

You don't need to destroy the old problem object. Just fix integer
variables at the optimal values found by the mip solver and call the
simplex solver.


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