[Clp] Improvements to Interior point code

John J Forrest jjforre at us.ibm.com
Sat May 30 04:56:54 EDT 2009



I am pleased to announce that the interior point code in Clp has been
improved in two ways -

1) Improvements in robustness.
2) The performance of the native code without any third party code has been
terrible.  The Cholesky factorization is not as good as the best available,
but the main problem was that there was no good native ordering algorithm.
I am pleased to announce that, courtesy of Anshul Gupta, an Approximate
Minimum Degree ordering algorithm is now the default ordering.

John Forrest
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