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[Help-glpk] Simplex vs. Interior-Point


From: Cenk Toker
Subject: [Help-glpk] Simplex vs. Interior-Point
Date: Sat, 29 Oct 2011 12:36:49 +0300
User-agent: Mozilla/5.0 (Windows NT 6.1; rv:7.0.1) Gecko/20110929 Thunderbird/7.0.1

Dear All,

I have recently used GLPK to solve a sparse LP problem (a resource allocation problem for OFDMA) and found that the simplex solver is much faster than the interior-point solver. The problem has a special structure where all vertices are integer. Therefore, although the original underlying problem is an IP one, even if we relax it to an LP we still get the optimum IP solution.

I performed a computational complexity analysis on an interior-point algorithm I developed for the LP problem and found that it is O(K N^2). Since simplex solver runs faster than the interior-point one, I assume that the computational complexity of the simplex solver being used in GLPK is lower than the other one.

Which simplex algorithm is being used in GLPK and how can I find/calculate its computational complexity?

Thank you.
Regards,
Cenk.




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