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[Help-glpk] moving interior point solution to simplex solver

From: Neil Burch
Subject: [Help-glpk] moving interior point solution to simplex solver
Date: Thu, 15 Jul 2004 17:13:08 -0600
User-agent: Mutt/


  I am trying to solve a number of ill conditioned LPs.  lpx_interior
is definitely faster than lpx_simplex, but often terminates early with
a numerical instability error.  However, the values at termination, if
I just go ahead and get the row primal values, are often very close to
the solution lpx_simplex returns.  Is there any fast way to take those
values and use the simplex method to clean it up (ie other than just
starting from scratch with lpx_simplex?)

 - Neil Burch

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