[Help-glpk] Speeding up GLPK

[mllsantos]

Hi,

 

In my main problem I need to solve thousands Linear Programming (LP) problems. Lots of these LP problems differ from one to another by the Right Hand Side (RHS) vector. Besides, these LP problems have about a hundred primal variables and a thousand constraints. Throughout the main iterative process, the number of constraints increases.

What can I do to speed up the main problem execution? Which parameters are recommended to try on? How to ensure that the GLPK starts the optimization at the last solution found?

 

Best regards,

 

Marcelo L L Santos