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MathGroup Archive 2001

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Re: How big a problem can ConstrainedMax handle?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg31411] Re: How big a problem can ConstrainedMax handle?
  • From: David Eppstein <eppstein at ics.uci.edu>
  • Date: Sat, 3 Nov 2001 05:29:17 -0500 (EST)
  • Organization: UC Irvine, Dept. of Information & Computer Science
  • References: <9rodc2$psp$1@smc.vnet.net> <9rqvjm$jis$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

In article <9rqvjm$jis$1 at smc.vnet.net>, "Borut L" <borut at email.si> wrote:

> 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.

Ok, but I specifically want an exact rational result, so numerical routines 
are no good unless they are reimplemented in exact rationals.

Anyway, I've heard from the Mathematica folks that ConstrainedMax is a 
primal simplex using a dense representation, so may not be optimal for my 
problem (sparse and with many more constraints than variables).  But in the 
absense of better alternatives I'm likely to try it anyway.
-- 
David Eppstein       UC Irvine Dept. of Information & Computer Science
eppstein at ics.uci.edu http://www.ics.uci.edu/~eppstein/


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