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linear-programmingglpk
Roberto Talavera Dieguez
Roberto Talavera Dieguez

Reputation: 31

Add Initial basic feasible solution for simplex using GLPK

I'd like to know if it is possible to introduce an initial basic feasible solution to the simplex in glpk, this in order to avoid de initialization phase of the algorithm and save computation time. I also want to know if glpk library uses the standard simplex or the revised simplex. Thanks.

Upvotes: 2

Views: 1085

Answers (1)

Ram Narasimhan
Ram Narasimhan

Reputation: 22506

Yes, you can set a custom basis by using glp_set_col_stat(). You will have to set each column to be Basic (GLP_BS) or Non-basic (GLP_NL). You could also use the API glp_adv_basis method, though I don't think it lets you customize the basis.

I recommend the very readable Section 2.6 in the LP Basis Construction Routines here.

And yes, GLPK uses the Revised Simplex. I believe this is the default setting.

Upvotes: 2

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