[Clp] Performance optimization

[Mustafa Kilinc]

Hello Hauke,
I recently asked a similar question. You can look here...

http://list.coin-or.org/pipermail/coin-discuss/2008-August/003440.html

Mustafa
On Mon, Sep 8, 2008 at 9:36 AM, Hauke Pribnow <hauke.pribnow at gmx.net> wrote:

> Hello everybody!
>
> I have a pretty small Simplex problem (three rows, about nine to twenty
> columns) where almost all columns will stay constant most of the time
> whith the exception of the last one which will change quite often.
>
> The column bounds for the mostly constant colums are 0 <= value <= 1 and
> for the often changing one either 0 <= value <= infinity or -infinity <=
> value <= 0. The row bounds are set to value = 0 (or 0 <= value <= 0) for
> all the time.
>
> There is only one objective coefficient: the one for the last row, and
> that is either -1 or 1. Same goes for the optimization direction... it
> is -1 or 1 as well. (When the objective coefficient is 1, the
> optimziation direction is -1 and vice-versa. Concerning the col bounds
> there's also such a rule: When the objective coefficient is 1, the col
> bounds for the last column is 0 <= value and in the other case value <= 0.)
>
> This (changing) Simplex problem will have to be solved about 120 times
> in a second, which is the reason why I am looking for a way to optimize
> the performance of it. Since I think that a lot of time gets lost by
> using the deleteColumns() and addColumn() functions, I'm especially
> looking for a way to write data directly into the matrix.
>
> In case you can help me to find a way to do that or even to optimize my
> problem further, I'd be happy about any type of reply. :)
>
> Thanks in advance!
>
>
> Hauke Pribnow
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