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[Help-glpk] Loading data into GLPK-3.1

From: Erik de Castro Lopo
Subject: [Help-glpk] Loading data into GLPK-3.1
Date: Sun, 2 Jun 2002 08:54:41 +1000

Andrew and others,

I have now successfully ported my code from GLPK-3.0.6 to 3.1.

The new version seems to be significantly faster on large (and 
dense) problems (factor of 2) but only 20-30% faster on smaller 
problems. Memory usage is much less at first but ramps up later to 
similar levels as the earlier version.

For loading data into the new version I fully recommend lpx_load_mat()
(and lpx_load_mat3()) over any other method. On my large problem,
using lpx_set_mat_row() took four hours to load the data before 
optimisation could begin. OTOH, using lpx_load_mat() took about 2
minutes :-).

To give you an idea of the size of the problem I am working on here
is part of the output when I query LPX about rows, columns and non-zero

    LPX columns         : 614
    LPX rows            : 9800
    LPX non-zero coeffs : 6017200

My earlier post about the ratio of rows to columns was somewhat 
incorrect. I have also managed to fix may scaling problems by throwing
away all matrix coefficients where |aij| < 1e-10. This does not seem
to have any any detrimental results.

This optimisation run is very nearly complete but has been running for
about 9 hours (450Mhz Pentium III). I may have to look for other ways
of designing the much longer filters I am aiming for :-).

  Erik de Castro Lopo  address@hidden (Yes it's valid)
"The power of accurate observation is commonly called cynicism by those 
who don't have it." -- George Bernard Shaw

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