[Coin-lpsolver] Coin-lpsolver, basis factorization

[John J Forrest]

Gjelsvik,

You probably won't gain very much by saving the factorization but anyway 
all you need to do is use
   dual(0,3);

The 3 for startFinishOptions says to save factorization and re-use if 
number of rows and columns does not change.

The status and solution will automatically be saved.

John Forrest



"Gjelsvik Anders" <Anders.Gjelsvik at sintef.no> 
Sent by: coin-lpsolver-bounces at list.coin-or.org
02/21/2005 08:52 AM

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[Coin-lpsolver] Coin-lpsolver, basis factorization






Hi,
 
I am new to Coin-Clp. I am considering Coin-Clp for a case where many 
almost similar LP problems are to be solved.
Here time can be saved by using the final basis from one problem as an 
initial basis for the next. In most
cases, only the RHS differs, so the problem is suitable for a dual 
algorithm.
 
I believe it is quite straightforward to have Clp start from a given 
basis, one could say, from logical basis information.
 
My question is: Can  the numerical basis matrix factors be preserved 
between successive calls, or will it be necessary
to carry out the numerical factorization anew for each model solved? I 
would be grateful if somebody could answer.
 
Thanks in advance,
Anders
_________________________________
Anders Gjelsvik
Sintef Energy Research
7465 Trondheim, Norway
e-mail anders.gjelsvik at sintef.no
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