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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