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Re: [Help-glpk] Does lpx_simplex use a warm start?


From: Michael Hennebry
Subject: Re: [Help-glpk] Does lpx_simplex use a warm start?
Date: Thu, 1 Jul 2004 10:14:05 -0500 (CDT)

On Thu, 1 Jul 2004, Vergamini, Didier wrote:

> I need to solve the same problem several times changing only some bounds
> of some rows.
>
> My question is the following: are the subsequent calls to lpx_simplex
> using as start basis the basis of the previous call to lpx_simplex?

For more detail, look in the simplex method section of the manual.
There is stuff there about warm starts.
My recollection is that you can do something like this:
make problem
solve with simplex
adjust bounds
solve with dual simplex

The vagaries of floating point computation might require this sequence:
make problem
solve with simplex
warm start
solve with simplex
adjust bounds
solve with dual simplex

-- 
Mike   address@hidden
"Nothing says it like words if you know how to use them."
                    --  the Professional Organization of English Majors





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