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From: | Andrew Makhorin |
Subject: | [Help-glpk] moving interior point solution to simplex solver |
Date: | Wed, 21 Jul 2004 11:26:20 +0400 |
>I am trying to solve a number of ill conditioned LPs. lpx_interior >is definitely faster than lpx_simplex On api level lpx_simplex starts by default from "standard" basis of all auxiliary variables (i.e. slacks). You could essentially reduce the solution time calling lpx_adv_basis before lpx_simplex.
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