Dear Colleagues, I have the following problem. In my computations i have to solve LP problems repeatedly. The LP problems are not at all difficult, the difficulty lies in the enormous number of LP problems to be solved. One thing is common in all LP problems: they have the same form, i.e. the non-zero elements of the constraint matrix always have the same indices, the type of the rows and columns are always the same (double-bounded or fixed). Here i neglected the fact that some entries of the constraint matrix may become zero accidentally (if so, these LP problems can be skipped as worst case solution). I guess considerable time is spent on allocating and de-allocating memory for the glp_prob objects, re-using a pre-allocated memory could speed up the computations by orders of magnitude. Is it possible to re-use the glp_prob object? By re-use i mean replacing the whole constraint matrix, left and right hand sides of the rows and columns. Does it make sense or the gain is minimal if any? Is there a way to minimize run-time memory allocation, and use a kind of pool instead?
I would greatly appreciate any help, Ali _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
