[Clp] Solving a lot of small and similar LPs

[Carlos Eduardo Knippschild]

Hey Martin.

Thanks for the prompt answer!

So you mean I should add all constraints that would ever be used and then
just "enable" and "disable" according to the current model I want to solve,
right? Instead of "real" slacks variables, couldn't I just use the values
row/constraint upper and lower bounds to do the enabling/disabling?

Best wishes!
--
Carlos E. Knippschild


On Fri, Feb 5, 2010 at 15:59, Mueller, Martin C <
martin.c.mueller at siemens.com> wrote:

> Hi Carlos,
>
> You're probably better off changing bounds instead of adding or deleting
> rows. In cases such as yours I usually just add a slack variable to each of
> these rows. Fixing the variable to zero switches the row on, removing all
> bounds switches it off. The solver can more easily warmstart the resolve.
>
> With best regards,
> Martin C Mueller
>
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>
> > -----Original Message-----
> > From: clp-bounces at list.coin-or.org
> > [mailto:clp-bounces at list.coin-or.org] On Behalf Of Carlos
> > Eduardo Knippschild
> > Sent: Friday, February 05, 2010 6:44 PM
> > To: CLP user list
> > Subject: [Clp] Solving a lot of small and similar LPs
> >
> > Hello.
> >
> > I'd like to know if anyone has some suggestions on how to
> > improve solving performance for our case, for which we're
> > currently using CLP.
> >
> > We're trying to solve tens to hundreds of thousands of
> > dynamically generated LPs, ranging from 30 variables by 500
> > constraints to a maximum of 400 variables by 100 000
> > constraints. Each new generated LP is a small modification
> > from the one previously solved, where these modifications are
> > always the addition or removal of constraints (the number of
> > variables remains always the same) by using methods "addRow"
> > and "deleteRows" on the existing model.
> >
> > I've already played a little bit with some of the parameters
> > I've found, and so far I discovered that by disabling
> > presolve and scaling we improve a little our times.
> >
> > So, does anyone have any ideas on how to get even better
> > results? Are there better ways of keeping this ever changing
> > model? What other parameters should I play with?
> >
> > Or even, if another project from COIN-OR would be more
> > suitable for our case. Recently I read about DyLP: would it
> > be an interesting option for this case?
> >
> >
> > Thank you for your time! Any help will be much appreciated.
> >
> > Regards,
> > --
> > Carlos E. Knippschild
> >
>
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