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