[Fwd: help for glpk]

[Andrew Makhorin]

-------- Forwarded Message --------
From: yegen06@sina.com
Reply-to: yegen06@sina.com
To: mao <mao@gnu.org>
Subject: help for glpk
Date: Sun, 27 Jun 2021 11:57:36 +0800

> Hi Andrew，
>       How are you? Sorry for bother you. I have some questions about
> glpk,I will be very appreciated if I can get some help from you.
>       I want solve a large scale LP problem,about 20 variables and 600
> constrains like a <= Ax <= b , and I tried glpk to solve it . It
> spends about 1ms to solve my prolem in my PC,very fast.
> But,it still does not satisfy my need, I wonder if there is optimizer
> possibility for the performence. I hope the problem can be solve
> within 100~200us.
>         The constrian max is a sparse matrix,like form:
>       X  X  X
>       X  X  X
>       ... ...  ...
>       X  X  X
>           X  X  X
>           X  X  X
>           ... ...  ...
>           X  X  X 
>               X  X  X
>               X  X  X
>                ... ...  ...
>                X  X  X 
>                      ... ...  ...
> 
>       I wonder if GLPK will do some optimize for this kind of problem?
> look forward to your reply. thanks a lot.