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

[Michael Yang]

And also LOQO doesn't just do linear problems (it can do nonlinear
problems, too).


On Sat, Nov 2, 2013 at 10:08 PM, Michael Yang <msyang at princeton.edu> wrote:

> 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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>> >
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>>
>
>
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