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[Help-glpk] moving interior point solution to simplex solver
From: |
Neil Burch |
Subject: |
[Help-glpk] moving interior point solution to simplex solver |
Date: |
Thu, 15 Jul 2004 17:13:08 -0600 |
User-agent: |
Mutt/1.2.5.1i |
Hello,
I am trying to solve a number of ill conditioned LPs. lpx_interior
is definitely faster than lpx_simplex, but often terminates early with
a numerical instability error. However, the values at termination, if
I just go ahead and get the row primal values, are often very close to
the solution lpx_simplex returns. Is there any fast way to take those
values and use the simplex method to clean it up (ie other than just
starting from scratch with lpx_simplex?)
- Neil Burch
- [Help-glpk] moving interior point solution to simplex solver,
Neil Burch <=