[Clp] parametric LP available?
David Kaufman
davidlk at umich.edu
Thu Aug 4 14:14:46 EDT 2011
Dear CLP mailing list members,
Greetings. My name is David Kaufman. I am brand new to the list. I am a
lecturer in the Dept. of Industrial and Operations Eng. at the Univ. of
Michigan where I teach courses in financial engineering and quantitative
risk management.
I have a need for a parametric LP solver. It is indicated in the CLP
documentation (http://www.coin-or.org/Clp/userguide/apa.html) that
implementing a parametric Simplex method is an open request. This
documentation, however, dates to 2004. So:
Does a parametric Simplex method already exist?
If not, maybe this would be a way for me to make a contribution. Of course,
help would be welcomed. I would appreciate it if you would let me know if a
solution already exists, or if anyone has already make some progress down
this path.
Thank you!
David
--
David L. Kaufman, Ph.D.
Lecturer
Industrial and Operations Engineering
University of Michigan
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