Linear Programming Question
- To: mathgroup at smc.vnet.net
- Subject: [mg68879] Linear Programming Question
- From: benp at cmu.edu
- Date: Tue, 22 Aug 2006 05:20:08 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
I am working on an algorithm that requires the solution of large linear programming instances. So far I have come across many instances that completely confuse the Mathematica LP solver. Because the problems have on the order of a few hundred variables and constraints, it is necessary to use Method->InteriorPoint to get a reasonable runtime. Often times Mathematica returns an error that no feasible solution is found, even when a human can look at the LP instance and easily see that the zero vector is feasible. Recently, I have even come across instances that return no solutions or errors, but just continue computing indefinitely (ran for 6 hours). Does anyone know a way to give Mathematica a feasible initial solution vector to help its LP solver along? - Ben