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Re: [Help-glpk] moving interior point solution to simplex solver
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] moving interior point solution to simplex solver |
Date: |
Wed, 21 Jul 2004 12:11:11 +0400 |
>>I am trying to solve a number of ill conditioned LPs. lpx_interior
>>is definitely faster than lpx_simplex
>
>On api level lpx_simplex starts by default from "standard" basis of
>all auxiliary variables (i.e. slacks). You could essentially reduce
>the solution time calling lpx_adv_basis before lpx_simplex.
I forgot to say that lp presolver, which is able to reduce the solution
time, is also not used by default. To activate it you should set
corresponding control parameter lpx_set_int_parm(lp, LPX_K_PRESOL, 1)
before call to lpx_simplex.
Andrew Makhorin