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passing initial point to LinearProgramming

• To: mathgroup at smc.vnet.net
• Subject: [mg95219] passing initial point to LinearProgramming
• From: Slava Rychkov <rychkov at sns.it>
• Date: Sun, 11 Jan 2009 06:37:01 -0500 (EST)

I have to solve a series of "nearby" Linear Programming problems (a few 
hundreds to a few thousand constraints and variables).

It is known that for nearby problems using the solution of one problem 
as a starting point for the other can get a considerable speedup for 
Symplex Method.

However, as far as I can see, LinearProgramming[] function does not 
allow specification of a starting point. Is there (perhaps a 
non-documented) workaround?
-- 
Vyacheslav Rychkov                https://mail.sns.it/~rychkov
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