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

[yunpeng at cs.wisc.edu]

Hi,

Does anyone use basis identification/purification in CLP? 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 primal 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

===============================
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