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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 .





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