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Re: [Help-glpk] FOR HELP! - Specifying initial solution
From: |
glpk xypron |
Subject: |
Re: [Help-glpk] FOR HELP! - Specifying initial solution |
Date: |
Tue, 02 Dec 2008 19:04:40 +0100 |
Hello Andrew,
> >> Yes. Ampl allows specifying an initial estimation of variables in the
> >> same way as computable values for parameters, e.g.
> >> For mip models there might be additional attributes of variables and
> >>constraints, for example, branching priority, etc.
>
> I have looked at other languages:
>
> GAMS
> Each variable has 4 attributes:
> .lo = lower bound
> .l = level or primal value
> .up = upper bound
> .m = marginal or dual value
>
> which can be set like this:
> x.lo(i,j) = 10.0 ;
>
> .l is used as a guess for the optimum of the constrained problem, the
> initial value is 0.0 unless zero is not within the bounds, else it takes
> the
> value of the bound closesest to zero.
>
I have had a close look at GAMS:
GAMS 22.8 allows the following values to be specified and output for variables:
.l level
.m marginal (output only)
.lo lower bound
.up upper bound
.scale scale value
.prior priority for discrete variables
.fx shorthand for setting .l,.lo and .up to the same value
For constraints the following can be output:
.l level
.m marginal
.lo lower bound
.up upper bound
.m is the amount by which the objective function would change if the equation
level were moved one unit
.l is the left hand side of the equation
.up is the upper bound for the left hand side of the equation (= right hand
side or +infinity)
.lo is the lower bound for the left hand side of the equation (= right hand
side or -infinity)
(.l - .up) or (.l - .lo) is the solution error of the equation
If GMPL could output marginal costs in post processing these values could be
made available for post processing using the table OUT statement.
Best regards
Xypron
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