Changes between Version 11 and Version 13 of Ticket #18735


Ignore:
Timestamp:
04/06/16 03:23:49 (5 years ago)
Author:
mkoeppe
Comment:

Last 10 new commits:

e2319b5InteractiveLPBackend.get_variable_value: Guard against standard-form transformations
e27f297InteractiveLPBackend: Make base_ring an init argument
5b0954fInteractiveLPBackend._variable_type_from_bounds: Add doctests
c4b93aaInteractiveLPBackend: Fix old-style raise statements
b0a3c1cGenericBackend: Add a missing '# optional - Nonexistent_LP_solver'
3770be0default_mip_solver: Handle 'InteractiveLP'
d91c776default_mip_solver, get_solver: Mention InteractiveLP in the documentation
eaede28get_solver: Add optional base_ring argument
184249dMixedIntegerLinearProgram: New base_ring init argument
0b8b78aHybridBackend: first draft

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  • Ticket #18735

    • Property Branch changed from to u/mkoeppe/hybrid_backend
    • Property Commit changed from to 0b8b78af1c9efbc118513cfde612eccb0bf735a6
  • Ticket #18735 – Description

    v11 v13  
    77 - a slow, exact one that can set the simplex basis (only `InteractiveLPBackend` fits the bill - from #20296)
    88
     9Ideally, in pure LP mode, both backends would support the basis-status functions that can transplant the (hopefully) optimal (hopefully-)basis from the inexact LP to the exact LP.
     10
     11If the inexact LP cannot provide a basis (because its "basis" is not a basis due to numerics, or because basis-status functions are not available), one could at least try to make use of the numerical solution vector and try to reconstruct a basis, like in interior-point-to-simplex crossover (a classical paper: http://www.caam.rice.edu/caam/trs/91/TR91-32.pdf)
     12
     13In MIP mode, could at least try to set the cleaned-up numerical solution vector as a known solution, to speed up branch-and-cut in the exact solver.
     14
     15Sounds like a big ticket; we'll do this step by step.
     16
    917#18685 provides the necessary basis-status functions (for the GLPK backend).
    1018#18688 provides a solver-independent interface to these functions.