[Coin-discuss] OSI maximum iteration limit, tracing simplex path

[Sebastian Nowozin]

Hello,

for a more general optimization algorithm I need as subproblem a path of 
primal feasible solutions as generated by the simplex method from a 
known basic feasible starting point.  For this, I want to use COIN-OR 
OSI, and have the following two questions.


1. How to initialize the simplex algorithm (OsiSolverInterface) with a 
known primal-feasible basic solution?  (One way would be to construct an 
objective from the adjacent edges such that the primal-feasible basic 
solution is the unique minimizer when solving the LP, but I guess there 
is a more direct/efficient way.)


2. How to obtain the primal feasible solutions generated along the 
simplex path?

Right now I do ("si" is an OsiClpSolverInterface object):

     si->setIntParam (OsiMaxNumIteration, 1);
     si->initialSolve ();
     while (si->isProvenOptimal () == false) {
         si->resolve ();
     }

which works but is very very slow.  I tried to experiment with 
setupForRepeatedUse() from the OsiClpSolverInterface and the 
markHotStart() functions, but to no avail.

If Clp can handle degenerate problems without pre-solve, I would also 
want to disable pre-solving, but I don't know if this is the problem.  I 
definitely need the primal solution in the original problem coordinates.


Thanks,
Sebastian