R MIP Dual解决方案中的GLPKAPI软件包

Question

There is no way to get dual solution for a Integer Programming Problem using GLPKAPI Package in R.

Available functions such as - getRowsDualGLPK()- work only when using normal simplex method - solveSimplexGLPK().

Do let me know if I am missing suitable function. Thanks

Answer 1

A MIP model does not have well-defined duals and typically solvers will not give them to you. Only LPs have meaningful duals. One way to calculate duals is the following:

1. Solve MIP
2. Fix all discrete variables to their optimal value
3. Resolve as LP

This will give you duals but you need to be beware of the interpretation.