[Coin-lpsolver] Configuring CLP/OSI to solve as quickly as possible

[Paulo J. S. Silva]

On Tue, 5 Dec 2006 15:02:54 -0800 (PST)
Mike Kohn <mikepersonal01 at yahoo.com> wrote:

> I have an LP problem with 20000 variables, 20 constraints and a dense
> constraint matrix. Any advice on the solver settings (CLP thru OSI)
> that I should use to speed up the solution process (I want to run
> this as part of an interactive solution). For example, is it worth
> switching presolve off, etc?
> 
>  	
> ---------------------------------
> Everyone is raving about the all-new Yahoo! Mail beta.

Don't worry with the density of the matrix. With only 20 constraints the
problem should be solved very fast. The basis for the solutions will
have only 20 columns and hence the linear algebra will deal only
with tiny matrices. 

I have already used CLP to solve problems like this (in that case I was
finding SVD classifiers for microarray data), it is very fast. Each
problem took a matter of seconds.

good luck,

Paulo