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Re: [Help-glpk] [Fwd: Determining memory requirements for a program and

From: Andrew Makhorin
Subject: Re: [Help-glpk] [Fwd: Determining memory requirements for a program and the best way to feed the program to glpsol]
Date: Tue, 03 Apr 2012 09:17:15 +0400

> Yes, using glpk api will significantly reduce the memory requirements.
> However, if your model is pure mincost, you might use the glpk network
> routines and solve your model with the out-of-kilter algorithm, which is
> about ten times more efficient than the simplex method. See the glpk
> documentation for details.

Just for your information.

Prof. Bertsekas, the author of the well known RELAX code, kindly
permitted me to include an ANSI C version of RELAX-IV (manually
translated from his original Fortran 77 code to remove limitations
caused by static arrays and common blocks) in glpk under GPL v3. I also
wrote a driver to RELAX-IV that allows using the glpk graph object
(glp_graph) to represent the network. Testing RELAX-IV on a large set of
hard mincost instances has shown that it is at least 100 times faster
than the out-of-kilter algorithm and 1000 times faster than the glpk
simplex method. These routines are included in the glpk version 4.48,
which I plan to release in April.

Andrew Makhorin

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