[Clp] Clp Digest, Vol 117, Issue 1

[Andy Somogyi]

William, Irme, 

Thanks for the info, you’ve be very helpful, the interior point methods are indeed exactly what I’ve been looking for. 

I do need to think some more about the degenerate constraints, I’m not sure if they will be a problem or not, but for now, I’ll start with the interior point method. 

Thanks again

On Mar 1, 2015, at 2:06 PM, Imre Pólik <imre.polik at gmail.com> wrote:

> Hi Andy,
> 
> Interior-point methods give you exactly that: (apart from denegeracy and maybe the presolver) the optimal solution returned by the algorithm is unique and it changes continously with the constraints.
> 
> If you also want to include degeneracy, then I have bad news: the optimal solution changes in a non-continous way, and the discontinuities happen when when a constraint is degenerate.
> Imre
> 
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> Today's Topics:
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>    1. Lexicographic Linear Optimization (Andy Somogyi)
> 
> 
> ----------------------------------------------------------------------
> 
> Message: 1
> Date: Sat, 28 Feb 2015 14:37:00 -0500
> From: Andy Somogyi <andy.somogyi at gmail.com>
> To: clp at list.coin-or.org
> Subject: [Clp] Lexicographic Linear Optimization
> Message-ID: <39E324C5-9326-4E97-8590-56E23BC1D165 at gmail.com>
> Content-Type: text/plain; charset=windows-1252
> 
> Hi All
> 
> Would anyone here have some tips on how to efficiently implement a lexicographic linear optimization in CLP?,
> 
> Basically something similar to the approach outlined in:
> 
> K. H?ffner, S. M. Harwood, and P. I. Barton, ?A reliable simulator for dynamic flux balance analysis,? Biotechnology and bioengineering, vol. 110, no. 3, pp. 792?802, 2013.
> 
> 
> Currently, I?m doing a pretty cheese approach of performing an iteration over the optimization function coefficients, where I zero all of the coefficients, except for the present one, calculating the primal solution, then set this as a constraint and continue on to the next coefficient, i.e.
> 
> for i,c in orderedObjectives:
>     zeroModelObjectives();
>     setModelObjective(i,c);
>     primal();
>     setModelConstraint(i, getPrimalSolution(i));
> 
> 
> Surely this is a very inefficient approach.
> 
> The reason for doing this is that I need a unique solution to the LP problem, and I need that solution to vary continuously in response to smoothly varying constraints.
> 
> Thanks
> 
> ? Andy Somogyi, PhD
> Research Associate,
> Biocomplexity Institute,
> Indiana University Dept of Physics
> 
> 
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> End of Clp Digest, Vol 117, Issue 1
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