RE: [Help-glpk] Presolver not found for interior point algorithms

[Meketon, Marc]

Generally, the preprocessor steps for the simplex algorithm work very well for 
interior point algorithms; I see no reason why you should not naturally allow 
all of those tricks to be used for either solver.

The only solver-specific preprocessor operation that I know is the splitting up 
of dense columns needed by the interior point algoritms. But I do not see any 
reason not to give both solvers all the "simplex" preprocessing tricks.

-Marc

-----Original Message-----
From: Andrew Makhorin [mailto:address@hidden 
Sent: Friday, June 25, 2010 8:59 PM
To: Meketon, Marc
Cc: address@hidden
Subject: Re: [Help-glpk] Presolver not found for interior point algorithms

> Presolver not found for interior point algorithmsThe documentation
> is clear that the GLPK --presol option is only for the simplex
> algorithm, with the implication that it is not for the interior point
> solver.

> Why?  pre-solve is used very successfully with interior point algorithms.

The glpk interior-point presolver is only partially implemented and
not tested yet, so currently it is unavailable.

(Before v.4.39 in glpk there are two presolver program modules, one
for basic solutions and another for integer solutions. In 4.39
I replaced them by one program module suitable for all cases, in
particular, for interior-point solutions. However, it is still
incomplete and some interior-point specific functions are still
not implemented.)


Andrew Makhorin


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