On Tue, 20 Jan 2009, Andrew Makhorin wrote:
[Michael Hennebry]
Thank you for the code.
I noticed that you used the lpx_warm_up function iteratively.
IIRC lpx_warm_up is good for setting an initial basis,
but is rather slow as a pivot mechanism.
I'm pretty sure it will refactor the basis from scratch every time.
Lpx_warm_up computes the basis factorization only if it does not exist,
i.e. if glp_bf_exists returns zero.
Does changing the status of a basic variable to
nonbasic cause glp_bf_exists to return nonzero?
That said, I'm not sure the API provides another mechanism for a custom
pivot.
Yes, there must be added an api routine to update the factorization
on changing the basis when a specified basic variable leaves the basis
and a non-basic one enters it.
For what I have in mind, I need to specify
both the entering and leaving variables.
--
Michael [email protected]
"Pessimist: The glass is half empty.
Optimist: The glass is half full.
Engineer: The glass is twice as big as it needs to be."
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