[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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