[Clp] Antw: Performance optimization (Hauke Pribnow)

[Tuomo Takkula]

Hi Hauke.

Why not keep an optimal basic solution for the problem without the last column, and use it as a start solution / start basis for LP runs with the last column added. Then you just need to make sure that you reoptimize with the proper LP algorithm, that is, the primal Simplex if the basic solution is primal feasible with respect to the full problem, and the dual Simplex if the basis is dual feasible with respect to the full problem. That should do.

Another option for speedup is to cache solutions for columns appearing often.

Cheers Tuomo