CODEWITHSUNDEEP
optimization
DaleSteyn
DaleSteyn

Reputation: 47

GLPKAPI package in R MIP Dual Solution

There is no way to get dual solution for a Integer Programming Problem using GLPKAPI Package in R.

Available functions such as - getRowsDualGLPK()- work only when using normal simplex method - solveSimplexGLPK().

Do let me know if I am missing suitable function. Thanks

Upvotes: 0

Views: 93

Answers (1)

Erwin Kalvelagen
Erwin Kalvelagen

Reputation: 16724

A MIP model does not have well-defined duals and typically solvers will not give them to you. Only LPs have meaningful duals. One way to calculate duals is the following:

  1. Solve MIP
  2. Fix all discrete variables to their optimal value
  3. Resolve as LP

This will give you duals but you need to be beware of the interpretation.

Upvotes: 1

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