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


From: Andrew Makhorin
Subject: [Help-glpk] moving interior point solution to simplex solver
Date: Wed, 21 Jul 2004 11:26:20 +0400

>I am trying to solve a number of ill conditioned LPs.  lpx_interior
>is definitely faster than lpx_simplex

On api level lpx_simplex starts by default from "standard" basis of
all auxiliary variables (i.e. slacks). You could essentially reduce
the solution time calling lpx_adv_basis before lpx_simplex.






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