Fastest simplex algorithm package (faster than linprog) ?
Dear Arne, Dear R-SIGs, Thanks a lot for your suggestion. I replaced "linprog" by "lpSolve". The calculation time for my simplex problem went down from 180 to 54 seconds :-) 54 seconds is still rel. long for the surfers to wait for the server to respond. Isn't there a faster way to calculate my simplex ? I ported my simplex problem to windows and calculated it with "whatsbest" from "LINDO SYSTEMS INC": http://www.lindo.com/index.php?option=com_content&view=article&id=3&Itemid=11 Here it takes 1 second. So there must be a faster way for calculating my problem. Does anybody have any idea ? Is the calculation time from "lpSolve" depending on the OS (Linux or Windows) ? Are there maybe any "preprocessors" out there, which have a look to the simplex problem and simplify it anyhow before running the simpex algo ? Thanks and all the best, Uwe Am 08.06.2015 um 10:39 schrieb Arne Henningsen:
Dear Uwe I suggest to use "lpSolve" or "lpSolveAPI." /Arne On 8 June 2015 at 10:18, <u0055 at wolke7.net> wrote:
Dear R-SIGs, I would like to solve a simplex problem on a web server on the fly. The simplex algorithm should be fast, because the surfers are waiting. I'm using linprog package right now. It works well, but it takes ca. 4 minutes. Does anybody know a very fast simplex algorithm package ? It should understand constraints including '=', '>=' and '<='. It should run natively under one of these Linux versions: Cent OS 7.1 Cent OS 6.6 Debian 8 Debian 7 Ubuntu 15.04 Ubuntu 14.10 Ubuntu 14.04 Fedora 21 openSUSE 13.1 openSUSE 11.4 Thanks and all the best, Uwe