[Clp] restricted basis entry rule

[OYO1 at pitt.edu]

Hi,

I would like to implement a restricted basis entry rule where the entering
variable will be the one whose reduced cost is most negative (or some
other rule) provided that its complementary variable is not in the basis
or would leave the basis on the same iteration.

Obviously, I want to do this for solving a KKT system. Is such a rule
already implemented in CLP? If so, how do I use it? If not, where should I
start? I do not have any former experience with CLP.

Also, is there a CLP example source code for solving linear programs with
quadratic objectives?

Thanks


Osman Y. Ozaltin
PhD Candidate
1048 Benedum Hall
Department of Industrial Engineering
University of Pittsburgh
Pittsburgh PA 15261
URL. www.pitt.edu/~oyo1
E-mail. oyo1 at pitt.edu
Phone. 724-234-8490