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<div class="moz-cite-prefix">Victor,<br>
<br>
The following should do it -<br>
<br>
clp x.mps -presolve off -crossover off -barrier<br>
<br>
John Forrest <br>
On 15/03/16 20:54, Victor Griffin wrote:<br>
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<div dir="ltr">I would like to know if there is some way for CLP
to deliver an interior point of the face of optimum solutions to
an LP (In other words primal and dual optimum solutions which
satisfy strict complementary slackness conditions). In Mehrotra
and Ye's paper entitled "Finding an interior point in the
optimal face of linear programs" published in 1992, the
algorithm therein described produces such a point. Does the
interior point algorithm based on the predictor/corrector method
of Mehrotra used in CLP also produce such a point or does it
always produce an extreme point? Is it possible for the primal
or dual simplex methods used in CLP to produce an interior point
of the face of optimum solutions? If none of the CLP
algorithms produces such a point, does anyone know how to
modify CLP to do so or does anyone know any other open software
solution which is already able to do so?
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<div>Thanks</div>
<div>Victor Griffin</div>
<div><a moz-do-not-send="true"
href="mailto:victorgriffin77@gmail.com">victorgriffin77@gmail.com</a> </div>
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