[Clp] Solving a lot of small and similar LPs

[Carlos Eduardo Knippschild]

Oh! I noticed I mixed the things I was tunning in CLP with another solver
we're evaluating.

In fact, the only parameters I managed to tune where the combinations of:
- Solving the model with "primal" or "dual"
- For these calls, setting parameters:
   - "ifValuesPass" to 0 or 1
   - "startFinishOptions" to values ranging from 0 to 7;

But I'm pretty ignorant about their real effect over the model beyond the
simple measurement of the time it takes.

Regards,
--
Carlos E. Knippschild


On Fri, Feb 5, 2010 at 15:35, Carlos Eduardo Knippschild <
carlos.eduardo at audaces.com> wrote:

> 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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