[Clp] Interior point of face of optimum solutions to an LP.

John Forrest john.forrest at fastercoin.com
Wed Mar 16 05:08:55 EDT 2016


Victor,

The following should do it -

clp x.mps -presolve off -crossover off -barrier

John Forrest
On 15/03/16 20:54, Victor Griffin wrote:
> I would like to know if there is some way for CLP to deliver an 
> interior point of the face of optimum solutions to an LP (In other 
> words primal and dual optimum solutions which satisfy strict 
> complementary slackness conditions).  In Mehrotra and Ye's paper 
> entitled "Finding an interior point in the optimal face of linear 
> programs" published in 1992, the algorithm therein described produces 
> such a point.  Does the interior point algorithm based on the 
> predictor/corrector method of Mehrotra used in CLP also produce such a 
> point or does it always produce an extreme point?  Is it possible for 
> the  primal or dual simplex methods used in CLP to produce an interior 
> point of the face of optimum solutions?  If none of the CLP 
>  algorithms  produces such a point,  does anyone know how to modify 
> CLP to do so or does anyone know any other open software solution 
> which is already able to do so?
>
> Thanks
> Victor Griffin
> victorgriffin77 at gmail.com <mailto:victorgriffin77 at gmail.com>
>
>
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