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Re[2]: [Help-glpk] Speeding up GLPK


From: Andrew Makhorin
Subject: Re[2]: [Help-glpk] Speeding up GLPK
Date: Sun, 26 Sep 2004 12:16:20 +0300

>I seem to remember reading that
>degeneracy and approximate arithmetic could make this tricky.
>Recomputation after tightening constraints might result in a basis
>that is neither dual nor primal feasible.
>Similarly for relaxing constraints.
>
>Is this still current information?
>Was it ever?
>
>As I handle a lot of M01LPs, this is likely to be significant to me.

If the dual simplex is enabled but the current basis is not dual
feasible, lpx_simplex automatically switches to the primal simplex.
This is used in the b&b solver and works fine for most instances.






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