[SciPy-Dev] [SciPy-User] Linear Programming via Simplex Algorithm

[Michael Yang]

Chris: Yup, but they can do linear problems really fast, too.


On Sat, Nov 2, 2013 at 9:42 PM, Christopher Jordan-Squire
<cjordan1 at uw.edu>wrote:

> Aren't KNITRO and SNOPT specialized for nonlinear rather than linear
> problems?
>
> On Sat, Nov 2, 2013 at 3:48 PM, Michael Yang <msyang at princeton.edu> wrote:
> > Hi Rob & Alex - great job on the forward development of the simplex
> > implementation.  I'm new to this thread but have been tracking its
> progress.
> > Again, great job thus far and I'm looking forward to the final product.
> >
> > One recommendation for an alternate plan - and I realize this is coming
> late
> > in the game and that you've made some excellent work - 'lp_solve' package
> > does the simplex method as well as providing a full suite of linear
> > programming features including the hard-to-implement integer constraints.
> > It might be of interest to simply write a short python script that would
> > convert the objective and constraints into the -lp format and then just
> call
> > the subprocess module to run the program and then parse the output into a
> > solution set of variables.  In fact, I've written this already to work
> out a
> > variety of problems and even parsed in the dual solution, etc. for
> further
> > analysis.
> >
> > lp_solve is about as efficient as cvxopt (based on highly-optimized C and
> > Fortran routines) and is hard to beat among most of the AMPL-based
> solvers.
> > I've tried a bunch of them (LOQO, SNOPT, KNITRO, etc.) and lp_solve is
> about
> > as fast as you can get, for linear programs.
> >
> > -Michael Yang
> >
> >
> > On Fri, Nov 1, 2013 at 8:16 AM, alex <argriffi at ncsu.edu> wrote:
> >>
> >> > If anyone has a source for problems involving at least dozens of
> >> > variables,
> >> > I'd love to try it out.
> >>
> >> This page has benchmarking information and test cases for linear
> >> programming:
> >> http://plato.asu.edu/ftp/lpcom.html
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