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Re: How big a problem can ConstrainedMax handle?
My experience is that the ConstrainedMax is very handy and stylish, not having to type in the constraints in a conventional tableau form. The problem is basically number crunching in my opinion, so I used SIMPLX (simplex) algorithm from Numerical Recipes, being very satisfied with its limitness and high speed. bye, Borut "David Eppstein" <eppstein at ics.uci.edu> wrote in message news:9rodc2$psp$1 at smc.vnet.net... > I have a linear program I'd like to find the exact rational solution for, > so naturally Mathematica's ConstrainedMax routine is looking promising. Does > anyone have any experience with using it for moderate to large problems? > Say, 500 variables and 8000 constraints? I'm willing to let it run a > couple days, but not a month... > -- > David Eppstein UC Irvine Dept. of Information & Computer Science > eppstein at ics.uci.edu http://www.ics.uci.edu/~eppstein/ >