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Re: [Help-glpk] Help needed on using interior point method
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From: |
Andrew Makhorin |
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Subject: |
Re: [Help-glpk] Help needed on using interior point method |
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Date: |
Sat, 3 Jun 2006 05:21:11 +0400 |
> I am trying to use interior point method for my linear
> program, which has enormous linear constraints. There
> is no way I can list all the constraints. How can I
> define this problem in glpk. Thank you very much.
You can use the simplex solver which allows generating constraints,
i.e. you define an initial set of constraints, find an optimal point,
add violated constraints, reoptimize, etc.
Andrew Makhorin