[Help-glpk] Fw: simplex with restricted basis entry

[Andrew Makhorin]

-----Original Message-----
From: Mike Bolender <address@hidden>
Date: Monday, February 24, 2003 4:54 PM
Subject: simplex with restricted basis entry



Hi. I am wondering if anyone has implemented the simplex algorithm 
with  "restricted basis entry" rules into
GLPK in order to solve piecewise linear approximations of separable 
programming problems (using the "lambda"
formulation.)  I'm not at all familiar with C, so I don't know where to 
begin in order to implement this within GLPK.
I've got a Matlab code that I've written  (and works) that can be used as a 
template, but I need something that runs
much faster.

I've already solved the problem I'm studying using a mixed-integer linear 
programming formulation to enforce
the adjacency constraints, but we are targeting this for real time 
implementation in the future and I'm concerned that we
may not be able to solve the MILP fast enough; therefore, the interest in 
the implementation of the simplex algorithm
with restricted basis entry rules.  Our experience is that going from a 
Matlab m-file to C results in the performance
upgrade that is desired for solving general linear programming problems. 
(I'm using Nicolo' Giorgetti's mex file to
call GLPK from Matlab as that is what we are using for our development 
environment)

Any help is very much appreciated.


Thanks.

Dr. Mike Bolender
Mike Bolender             address@hidden
West Chester, OH

"I think the mistake a lot of us make is thinking the state-appointed
shrink is our friend. "      -- Jack Handey