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Re: [Help-glpk] Does lpx_simplex use a warm start?
From: |
Michael Hennebry |
Subject: |
Re: [Help-glpk] Does lpx_simplex use a warm start? |
Date: |
Thu, 1 Jul 2004 10:14:05 -0500 (CDT) |
On Thu, 1 Jul 2004, Vergamini, Didier wrote:
> I need to solve the same problem several times changing only some bounds
> of some rows.
>
> My question is the following: are the subsequent calls to lpx_simplex
> using as start basis the basis of the previous call to lpx_simplex?
For more detail, look in the simplex method section of the manual.
There is stuff there about warm starts.
My recollection is that you can do something like this:
make problem
solve with simplex
adjust bounds
solve with dual simplex
The vagaries of floating point computation might require this sequence:
make problem
solve with simplex
warm start
solve with simplex
adjust bounds
solve with dual simplex
--
Mike address@hidden
"Nothing says it like words if you know how to use them."
-- the Professional Organization of English Majors