[Coin-discuss] Glpk Osi for interior point?

[Stefan Vigerske]

Hi,

> Am I correct in observing that there is no way of using the GLPK's 
> interior-point solver via OSI? 

Yes, no way yet.

> And if so, is there any plan to add this 
> feature? I have a case where the interior point is at least 50x faster 
> than simplex, so it would help...

Actually trying GLPKs interior point solver is also on my TODO list, and 
getting it into OsiGlpk would be nice.
I have not had a look at it and how much different its use is from glpks 
simplex method.

However, since there is nothing interior point related in the Osi base 
class, it would be some OsiGlpk specific extension, and the question is 
how to do this nicely.
Should there be a method similar to initialSolve() that calls the 
interior point solver? Or should there be a (OsiGlpk-specific) parameter 
that says that the interior point solver should be used, so the next 
time when initialSolve() or resolve() is called, then this parameter is 
checked and the appropriate method called?

> I can, of course, call the lpx_interior method directly, but then the 
> Osi still does not know about the solution, since all the access 
> functions (status, objective function and column values) are different 
> when using lpx_interior...

This sounds somehow bad. That would mean that every method in OsiGlpk 
which accesses the glpk-solver needs to check whether the last solve was 
an interior point solve or a simplex solve, and then call the 
corresponding glpk function.
Might be better to have a OsiGlpkInterior interface?

> It would thus help a lot if I could use the interior-point solution as a 
> starting point for the standard simplex solver. Is this possible? (I 
> tried setColSolution, but it does not seem to have any effect at all.)

Is there a GLPK option that tells the interior point solver to 
automatically do a crossover to the simplex method? (maybe I should 
check the manual...)

Best,
Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan