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

From: Brady Hunsaker
Subject: Re: [Help-glpk] moving interior point solution to simplex solver
Date: Tue, 20 Jul 2004 11:15:01 -0400

On Thu, 2004-07-15 at 19:13, Neil Burch wrote:
> Hello,
>   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

It sounds like you'd like what is known as a "crossover" routine, which
takes a solution from an interior point solver and converts it to a
basic feasible solution.  Then the simplex algorithm could proceed from
there.  Often crossover routines are used because they give duality
information that is not available from the interior point solution.

At present I believe GLPK does not have a crossover routine.  It would
be a valuable contribution from someone, but I do think it would take
some work.


Brady Hunsaker
Assistant Professor
Industrial Engineering
University of Pittsburgh

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