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MathGroup Archive 1998

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Re: LinearProgramming question (speed problem)


  • 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.




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