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## Re: [Help-glpk] Solve then add rows then presolve: Can I maintain basis?

**From**: |
Andrew Makhorin |

**Subject**: |
Re: [Help-glpk] Solve then add rows then presolve: Can I maintain basis? |

**Date**: |
Wed, 2 Jul 2008 23:18:48 +0400 |

>* If I keep the presolver on, the basis information from the previous*
>* solve is lost and the 2-phase primal algorithm kicks off from scratch*
>* (instead of the dual simplex using the previous basis). If I turn the*
>* presolver off, I know my problem is bigger than it needs to be, but*
>* the dual simplex does kick in starting with the previously optimal*
>* basis. So I guess my question is: is there a way to use the*
>* presolver AND supply an initial basic solution?*
No, the lp presolver does not use the current basis information,
so you should disable it on performing re-optimization.
>* If not, is there a*
>* mathematical/algorithmic reason this isn't possible?*
There is not much sense to do that, because re-optimization needs
much less iterations. Besides, in that case the lp presolver could not
remove redundant basic rows and redundant non-basic columns.
>* If so, I'd be*
>* interested in hearing it because it will probably change my approach*
>* (and understanding) of my problem. My understanding from the glpk*
>* code is that the presolver uses a copy of the original problem to*
>* perform all of it transformations and then the solution to the*
>* presolved problem is translated back to the original problem when the*
>* simplex completes.*
Correct.
>* This transformation must interfere with any basis*
>* that the original problem had, thus eliminating it I suppose? Hope*
>* all of these questions make sense.*
>* I'll gladly supply more info if it's helpful. Thanks in advance for*
>* any insights.*

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**Re: [Help-glpk] Solve then add rows then presolve: Can I maintain basis?**,
*Andrew Makhorin* **<=**