MathGroup Archive 2009

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

Search the Archive

Re: passing initial point to LinearProgramming

  • To: mathgroup at
  • Subject: [mg95327] Re: passing initial point to LinearProgramming
  • From: dh <dh at>
  • Date: Thu, 15 Jan 2009 06:13:46 -0500 (EST)
  • References: <gkgp8g$3ve$>

Hi Slava,

LinearProgramming is a minimization problem, Therefore, a numerical 

minimum finder like e.g. FindMinimum that takes a starting point could 

be used.

However, as these functions are for more general problems than linear 

ones, it is not clear if the calculation time is reduced. You would have 

to try this out.

hope this helps, Daniel

Slava Rychkov wrote:

> 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?

  • Prev by Date: Problem in generating a DO cycle (mathematica 6.0)
  • Next by Date: Re: Maximizing function which defines a routine
  • Previous by thread: passing initial point to LinearProgramming
  • Next by thread: Web question