[Clp] Setting initial solutions

Dami Choi damichoi95 at gmail.com
Mon Sep 28 03:56:41 EDT 2020


Hello,

I'm back with another list of questions:

1) Is it possible to set the initial starting point of the primal simplex
algorithm? So explicitly setting the initial basic variables.

2) What would be the most computationally efficient way to compute the
reduced cost vector of another cost vector that is different from the given
one in the objective?
One way that I can think of is to construct the tableau using getBInvA and
then matrix multiply with the new cost vector.
Another way is to use "updateColumnTranspose" and "transposeTimes".

2) At any point in the primal algorithm, is the output of
getBInvA<Row/Col>, getBInv<Row/Col> the actual value using the matrix A and
B^-1? Or could it be scaled?

3) Is there a reference paper that I can read to understand CLP's primal
simplex algorithm at a higher level? I'm having trouble understanding the
single phase approach with adjusted costs. I have read "Implementing the
simplex method for the Optimization Subroutine Library", but I don't think
it explains what happens when the solution becomes infeasible and the
adjustment of costs.

Thank you,

Dami
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/clp/attachments/20200928/22801603/attachment.html>


More information about the Clp mailing list