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[Help-glpk] restart interior point method
From: |
Sebastien . deMentendeHorne |
Subject: |
[Help-glpk] restart interior point method |
Date: |
Fri, 22 Feb 2002 14:11:26 +0100 |
Hi again,
I am using the interior point method to solve LPs which is much faster than
the simplex method for the problem I am considering.
I must solve the same problem several times with different coefficients for
the objective function. The IP method does make a symbolic factorisation
(well, that is what is printed during the preprocessing, before the
iterations begin) that takes a long time.
Is it possible to keep this work between problems (in an object that is
passed to the solver like for glp_simplex1 ?
It would save me a lot of time as the iterations themselves are quit fast.
Any hint is welcome.
Sébastien de Menten de Horne | ELECTRABEL
Tel: ++32 10 48 51 76 | Quantitative Analysis,
Fax: ++32 10 48 51 09 | Place de l'université, 16, 4ème étage
Gsm: ++32 478 789 444 | B-1348 Louvain-la-Neuve, BELGIUM
- [Help-glpk] restart interior point method,
Sebastien . deMentendeHorne <=