[Coin-discuss] Open Source Simplex solver?

[Antonio Frangioni]

Sorry I couldn't answer to the first call for proposals. I'd like to add
one element of discussion to the Open Source Simplex solver thread.

Since we are all talking OOP, I would suggest to structure the code by
separating the matrix operations from the rest. What I have in mind is
a basic Simplex class which implements the standard parts of the
algorithm, plus the pricings, with all the methods for base manipulation
virtual. This base class should not know, or assume, anything about the
structure of the coefficient matrix, which should be taken care of by
the derived classes.

The rationale for this is to be able to easily create specialized versions
of the code for LPs with special structure. Think to Min Cost Flows as a
prime example.

We have been doing something like that for an Interior Point solver, that
I hope to release at some point in the future.

I'd love to discuss the thing further, if it raises some interest, and I
may be able to provide, directly or indirectly, a couple of specialized
"factorization parts".

I think this also answers to the question about stochastic. Stochastic LPs
are just structured LPS with some special structure, so it's only in the
"factorization part" that you want/need to take this into account.

					Best

					Antonio