[Clp] parametric LP available?
John Forrest
john.forrest at fastercoin.com
Thu Aug 4 15:14:09 EDT 2011
David,
Parametrics on what?
I am working on an application which needs RHS (and bounds) parametrics.
It is coming along but may need more work for general applications - but
I can work on that.
I may be working on parametrics on the objective function later and
putting the two together later in the year.
The functions are in ClpSimplexOther.hpp and the one I am working on is
the one at line 100 of trunk/ClpSimplexOther.hpp
You will be on the 'bleeding edge' but .....
John Forrest
On Thu, 2011-08-04 at 14:14 -0400, David Kaufman wrote:
> 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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