[Clp-tickets] [COIN-OR Linear Programming Solver] #19: Automatic dualization in interior-point solver

[COIN-OR Linear Programming Solver]

#19: Automatic dualization in interior-point solver
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 Reporter:  nowozin      |       Owner:  somebody
     Type:  enhancement  |      Status:  new     
 Priority:  minor        |   Milestone:          
Component:  component1   |     Version:          
 Keywords:               |  
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 The Clp interior point solver uses the primal form of the problem to
 repeatedly solve a linear system.

 Depending on the number of rows and columns, as well as the sparsity and
 structure of the system, it  would be better to solve the dual problem
 instead.  ClpMain.cpp contains a heuristic check and dualizes the model to
 exploit this already, to save memory and to speed up the solution.

 It would be really nice to have this kind of check/dualization
 automatically put into ClpInterior, and either automatically enabled or by
 means of an option in ClpModel and exported to OsiClpSolverInterface.

 It makes a big difference for the problem class I consider right now.
 Without dualization the memory usage is too big and I cannot solve the
 problem.  With dualization it only uses 25 percent of the RAM on my
 computer.

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Ticket URL: <https://projects.coin-or.org/Clp/ticket/19>
COIN-OR Linear Programming Solver <http://projects.coin-or.org/Clp>
A linear programming solver.