[Coin-lpsolver] A question about optimal basis identification/purification

[Yunpeng Pan]

Hi,

Does anyone use basis purification? In the barrier code example, I
notice the step to convert the optimal solution from the barrier
solver to an optimal basic solution. Could anyone give some
explanation of how this is done?

I need to apply purification in a somewhat unusual way. I'm interested
in the integer solution of (IP), which has LP relaxation (LP). (IP)
can also be reformulated using Dantzig-Wolfe decomposition, and I call
its LP relaxation (LP2). It is known that (LP) and (LP2) have the same
optimal objective value, but (LP2) can be solved more quickly than
(LP) using a fast column generation procedure. What I'm really
interested in is the optimal dual solution of (LP), but the optimal
solution to (LP2), which I get, is generally not a basic solution to
(LP). So, I'm thinking about using purification.

I'd appreciate any help from experts in the field. Thank you in advance!


Best regards,


Yunpeng Pan

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Yunpeng Pan, PhD
Computer Scientist
TomoTherapy Incorporated
1240 Deming Way, Madison, WI 53717
ypan at tomotherapy.com
www.tomotherapy.com
Phone: 1-608-824-3011
Fax:     1-608-824-2996