[Coin-lpsolver] What is the overhead of stopping a re-starting

[Paulo J. S. Silva]

Hello,

I have written some code that needs to collect the solutions in a
parametric optimization problem (the objective change according to the
parameter).

I start with a vector that has all the critical values of interest (that
is previously computed). My implementation is very naive:

1)  Set the objective function with the first critical value;
2)  Call initialSolve() (I am using COIN interface to CLp)
3)  get the initial solution using getColSolution()
4)  While there is still another critical value:
4a)   Change the objective function using the critical value with
      enableSimplexInterface(), setObjectiveAndRefresh(),
      disableSimplexInterface()
4b)   Solve the new problem using resolve()
4c)   Get the new solution

However, it seems that the sequence of resolve() (and the objective
function change) are resulting in large overhead when compared to the
time to pivot. Is there a way to avoid such overhead or to decrease it?

Paulo

-- 
Paulo José da Silva e Silva 
Professor Assistente do Dep. de Ciência da Computação
(Assistant Professor of the Computer Science Dept.)
Universidade de São Paulo - Brazil

e-mail: pjssilva at ime.usp.br        Web: http://www.ime.usp.br/~pjssilva

Teoria é o que não entendemos o    (Theory is something we don't)
suficiente para chamar de prática. (understand well enough to call) 
                                   (practice)