Re: [Help-glpk] Patches to improve pseudocost initialisatiion speed

[Chris Matrakidis]

Hi Andrew,

> I thought about that. Converting glp_prob to internal primal/dual
> simplex structures takes a tiny percentage of the overall solution time,
> so I decided not to complicate the interface.

I am a bit more optimistic: Using the draft API, I saw some cases of
~20% improvement in pseudocost initialisation time. Of course this was
for large problems and for just 30 dual simplex iterations, but I
expect some gain. I'll try it when I have some time, to get actual
numbers, and get back to you.

>> Therefore I still think than a different internal API is needed, with
>> this procedure (and others) implemented on top of it. I'll think about
>> it some more and get back to you with a more detailed proposal for
>> this API.

I think that offering something like the eval_degrad() function of
glpios09.c from the simplex routines is the best approach to implement
the procedure you outlined. If you want, I can make a mock-up using
the bfd_copy() operation which can be later simplified to work with
the Schur complement basis factorisation.

Best Regards,

Chris Matrakidis