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: <firstname.lastname@example.org> <email@example.com>
- 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/