*To*: mathgroup@smc.vnet.net*Subject*: [mg12016] Re: LinearProgramming question (speed problem)*From*: "Culioli JC" <culioli@cas.ensmp.fr>*Date*: Fri, 17 Apr 1998 03:40:51 -0400*Organization*: Ecole des Mines de Paris*References*: <6ghk1e$lol@smc.vnet.net>

Sean Coffey a écrit dans le message <6ghk1e$lol@smc.vnet.net>... >Can anyone help on how to use LinearProgramming for not-so-small >problems? > >I have a program with about 80 variables and about 120 constraints, >everything real. This just sits for more than a day on every machine >I have tried it on. (I have run Mathematica 2.2.2 on a PowerMac 8000, >and Mathematica 3.0 on a fast mainframe here.) > >The next smaller version, with 64 variables and 90 constraints, takes >just a few minutes on the mainframe. > >These are pretty small linear programs, so is there some memory limit I >need to raise, or a faster version of the LinearProgramming command? > If I were you, I would download a third party lp program like lp_solve and use Mathematica to produce the problem. Call the the lp program with Run[], if it works on your machine. I have used this to solve problems with "zillions" of variables using CPLEX , Mathematica providing the manipulation environment to create these problems, displaying the solution, etc. Have a look at : http://plato.la.asu.edu/guide.html to choose your lp program. Cheers.