[Coin-lpsolver] CLP and Matlab, perfect together?

[David de la Nuez]

Hello friends and colleagues!  I am PhD student of Don Goldfarb at Columbia 
University in the City of New York, and a brand-new member of this 
discussion list.  We are considering replacing cplex as an LP solver in our 
work, for reasons I will spare you at the moment.

The issue at hand is that I live in Matlab, so to speak.  While I have 
coded in several different languages / environments, so many things are so 
easy in Matlab that the early decision was made to use it (other 
complications I will also spare you).  I had been using Mikael Prytz's 
"cplex mex"  Matlab interface for cplex 6.5 for a number of months and 
modified it (open source is the best!) to work with cplex 8.

I would be thrilled to use an open source LP solver which is known to be of 
industrial strength.  I am aware of GNU's LP package, but shied away from 
it, not having any reference for how good it was.  Enter COIN LP -- it 
seems the ideal solution.  However, the dearth of documentation and my lack 
of familiarity with C++ (have not used it for more than four years!) cast 
doubt on my belief that I could put together a Matlab interface for CLP in 
a reasonable amount of time.

I suppose, then, after the long introduction above, that I would like to 
know if anyone in the community could help me out in creating a Matlab 
interface for CLP, or at least a raw version I could gradually improve on 
my own.  At some point in the future a move to pure C/C++ would make a lot 
of sense for my project, but now is not the time (yet another long story).

The functionality I need is not too much.  I need to be able to create an 
LP, solve it, add columns, solve it, etc -- I am using some column 
generation, as you might have guessed.  I need to be able to manipulate the 
entering rule (i.e. use Dantzig and steepest edge or some other rule) and 
some options like number of iterations, etc.  It would be great if someone 
could help me get started or at least if we could get a discussion going.

By the way, it appears that Prytz's "cplex mex" is no longer available 
anywhere (at least not via a Google search).  If anyone would like it 
and/or my "updated" hacked version for cplex 8, let me know.

P.S. Anyone from New Jersey might "get" the subject header of my 
email.  For those who don't, "New Jersey and you, perfect together" was the 
state slogan years ago.

David de la Nuez
dmd57 at columbia.edu
http://www.ieor.columbia.edu/~oboeguy

"The object of education is not the production of self-confident fools."
	- Jerome Bruner