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<p class=MsoNormal>Hi,<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>We first solve a Clp model to optimality<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>ClpSimplex model<o:p></o:p></p>
<p class=MsoNormal>… code loading problem<o:p></o:p></p>
<p class=MsoNormal>model.initalSolve()<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>We then want to make a couple of pivots to reduce a slightly
changed non-linear objective (which we compute on the side)<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal>We first presolve<o:p></o:p></p>
<p class=MsoNormal><o:p> </o:p></p>
<p class=MsoNormal><span lang=EN>ClpPresolve presolveInfo; <o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN>ClpSimplex * presolvedModel =
presolveInfo.presolvedModel(model); <o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>Then setup an Osi interface to do individual
pivots<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN> OsiClpSolverInterface
presolveModelOsi(presolvedModel); <o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN> presolveModelOsi.enableSimplexInterface(1);
<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>And finally do individual pivots<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>while (running)<br>
…<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN> presolveModelOsi.pivot(colIn,colOut,outStatus);<br>
…<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>Unfortunately pivots only seems to be carried
out correctly if we resolve the presolved model (e.g., by executing presolveModel.primal()
before making the Osi interface). The problem seems to be that not all
necessary status variables of the tableau are instantiated in presolveModel to
do individual pivots, but is there a less time consuming way to get the tableau
ready for individual pivots? <o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>Any help on this is greatly appreciated. <o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN>Best,<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN>Rune M. Jensen<o:p></o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><span lang=EN><o:p> </o:p></span></p>
<p class=MsoNormal><o:p> </o:p></p>
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