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Re: [Help-glpk] Revised Simplex using BLAS and LAPACK
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] Revised Simplex using BLAS and LAPACK |
Date: |
Tue, 10 Jun 2008 12:53:37 +0400 |
> Hello,I'm working for compute the revised simplex algorithm using BLAS
> and LAPACK.
> I was thinking than maybe, it's easier to fork you're simplex
> algorithm in order to use it using BLAS and LAPACK.
> You are working on matrix with lots of zero, and i think the
> easiest way with BLAS and LAPACK is to use full matrix (into a classic
> array).
> Do you think it's easy to edit your sourcecode in order to make this ?
No, I do not think so.
> We want to use BLAS and LAPACK because they're really optimized for
> every computer including PS3 and others stuff, moreover we can use
> graphics card to won time.
> Maybe you know thoses libraries and can give me some feedbacks.
> If you want to take a look at this :
> http://www.netlib.org/blas/
> http://www.netlib.org/lapack/
You might be interested in an implementation of the standard simplex;
see http://cis.poly.edu/tr/tr-cis-2001-05.htm .