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Re: How big a problem can ConstrainedMax handle?

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  • Subject: [mg31426] Re: How big a problem can ConstrainedMax handle?
  • From: "Borut L" <borut at>
  • Date: Sat, 3 Nov 2001 18:25:03 -0500 (EST)
  • References: <9rodc2$psp$> <9rqvjm$jis$> <9s0h7g$n66$>
  • Sender: owner-wri-mathgroup at

"David Eppstein" <eppstein at> wrote in message
news:9s0h7g$n66$1 at
> In article <9rqvjm$jis$1 at>, "Borut L" <borut at> wrote:
> > My experience is that the ConstrainedMax is very handy and stylish, not
> > having to type in the constraints in a conventional tableau form. The
> > problem is basically number crunching in my opinion, so I used SIMPLX
> > (simplex) algorithm from Numerical Recipes, being very satisfied with
> > limitness and high speed.
> Ok, but I specifically want an exact rational result, so numerical
> are no good unless they are reimplemented in exact rationals.
> Anyway, I've heard from the Mathematica folks that ConstrainedMax is a
> primal simplex using a dense representation, so may not be optimal for my
> problem (sparse and with many more constraints than variables).  But in
> absense of better alternatives I'm likely to try it anyway.
> --
> David Eppstein       UC Irvine Dept. of Information & Computer Science
> eppstein at

I recommend Mathematica if you want a rational result.

Simplex algorithm is the method of choice because finding an optimal
feasible vector in linear programming is a tough problem and the simplex
does it in an easy way.
I think every LP implementation uses it.

Hey, btw: I've seen an article about LP and simplex method in an old
Mathematica Journal. It was well written and nicely visualized (simplex
cell). You can find it through volume indices.

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