[Clp] Correct setup for individual pivots though OSI interface

[Rune Møller Jensen]

Hi,

 

We first solve a Clp model to optimality

 

ClpSimplex model


 code loading problem

model.initalSolve()

 

We then want to make a couple of pivots to reduce a slightly changed
non-linear objective (which we compute on the side)

 

We first presolve

 

ClpPresolve presolveInfo; 

ClpSimplex * presolvedModel = presolveInfo.presolvedModel(model); 

 

Then setup an Osi interface to do individual pivots

 

 OsiClpSolverInterface presolveModelOsi(presolvedModel);          

 presolveModelOsi.enableSimplexInterface(1);                        

 

And finally do individual pivots

 

while (running)
   


  presolveModelOsi.pivot(colIn,colOut,outStatus);
  


 

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? 

 

Any help on this is greatly appreciated.     

 

Best,

Rune M. Jensen

 

 

 

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