[Coin-symphony] Fix the variables

[Ted Ralphs]

Yossiri Adulyasak wrote:
> I am doing column generation using Symphony and CLP solver.
> 
> I first try to solve the Restricted Master Problem to IP optimal, then I
> would like to use the reduced cost from that solution to price the columns.

I'm not sure I understand what you're trying to do. I think you're 
saying you're using SYMPHONY to solve an IP to optimality and then you 
would like to get the reduced costs and generate columns based on those, 
correct?

> But to do that, I need to get dual/shadow prices from that RMP IP solution.

The notion of reduced costs is not defined for an integer programming 
problem the way it is for a linear programming problem. I'm afraid there 
is no way to get anything like a "reduced cost" out of SYMPHONY after 
solving an IP.

> I can't seem to find a way to fix the variables to the IP solution (so that
> I can use CLP to solve it as LP-fixed.)

I'm not quite sure what you're asking here either. If you can provide 
more details, I'll try to give you an answer. Sorry I couldn't be more 
helpful.

Cheers,

Ted
-- 
Dr. Ted Ralphs
Assistant Professor
Industrial and Systems Engineering
Lehigh University
(610)758-4784
tkralphs at lehigh.edu
www.lehigh.edu/~tkr2