[Clp] Solving a lot of small and similar LPs

[John J Forrest]

Carlos,

If you send me some driver which gives flavor of what you want to do then 
I can have a quick look.  Maybe one small and one large model.  You may be 
able to do a lot better especially on the long thin models.  If you add 
violated constraints then you may wish to add costed slacks to make 
feasible and then use a slightly modified version of 
Clp/examples/sprint.cpp

John Forrest





From:
Carlos Eduardo Knippschild <carlos.eduardo at audaces.com.br>
To:
CLP user list <clp at list.coin-or.org>
Date:
02/05/2010 12:48 PM
Subject:
[Clp] Solving a lot of small and similar LPs
Sent by:
clp-bounces at list.coin-or.org



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_______________________________________________
Clp mailing list
Clp at list.coin-or.org
http://list.coin-or.org/mailman/listinfo/clp


-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20100205/028a4018/attachment.html>