Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2009

[Date Index] [Thread Index] [Author Index]

Search the Archive

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
Scuola Normale Superiore          Tel: +39-050-509068 (office)
Classe di Scienze                      +39-050-3820086  (home)
Piazza dei Cavalieri, 7                +39-3403925168 (mobile)
56100 Pisa                        Fax: +39-050-509045
Italy                             E-mail: Rychkov at sns.it


  • Prev by Date: bug in LinearProgramming?
  • Next by Date: Web question
  • Previous by thread: bug in LinearProgramming?
  • Next by thread: Re: passing initial point to LinearProgramming