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Re: How big a problem can ConstrainedMax handle?

• To: mathgroup at smc.vnet.net
• Subject: [mg31405] Re: How big a problem can ConstrainedMax handle?
• From: "Borut L" <borut at email.si>
• Date: Thu, 1 Nov 2001 02:58:37 -0500 (EST)
• References: <9rodc2$psp$1@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

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/
>