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[Help-glpk] Loading data into GLPK-3.1
From: |
Erik de Castro Lopo |
Subject: |
[Help-glpk] Loading data into GLPK-3.1 |
Date: |
Sun, 2 Jun 2002 08:54:41 +1000 |
Andrew and others,
I have now successfully ported my code from GLPK-3.0.6 to 3.1.
The new version seems to be significantly faster on large (and
dense) problems (factor of 2) but only 20-30% faster on smaller
problems. Memory usage is much less at first but ramps up later to
similar levels as the earlier version.
For loading data into the new version I fully recommend lpx_load_mat()
(and lpx_load_mat3()) over any other method. On my large problem,
using lpx_set_mat_row() took four hours to load the data before
optimisation could begin. OTOH, using lpx_load_mat() took about 2
minutes :-).
To give you an idea of the size of the problem I am working on here
is part of the output when I query LPX about rows, columns and non-zero
coefficients:
LPX columns : 614
LPX rows : 9800
LPX non-zero coeffs : 6017200
My earlier post about the ratio of rows to columns was somewhat
incorrect. I have also managed to fix may scaling problems by throwing
away all matrix coefficients where |aij| < 1e-10. This does not seem
to have any any detrimental results.
This optimisation run is very nearly complete but has been running for
about 9 hours (450Mhz Pentium III). I may have to look for other ways
of designing the much longer filters I am aiming for :-).
Erik
--
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Erik de Castro Lopo address@hidden (Yes it's valid)
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"The power of accurate observation is commonly called cynicism by those
who don't have it." -- George Bernard Shaw
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