What is Digg?13 Comments
- jonnyeh, on 10/12/2007, -1/+8Linear Programming (or LP) is not 'programming' in the computer science sense. It's a field of study for optimizing systems. It works based on variables, constraints, and an objective function.
http://en.wikipedia.org/wiki/Linear_programming
Also, most computer programs for solving large LP problems are VERY expensive, does anyone know if glpk is as capable as those? (e.g. LINDO) - BrewmasterC, on 10/12/2007, -0/+3Commercial LP solver benchmarks:
http://plato.asu.edu/ftp/lpcom.html
Free LP solver benchmarks:
http://plato.asu.edu/ftp/lpfree.html
It looks like the GNULP beat the others on:
NAME ROWS COLS NONZERO_ENTRIES
nsct2 23004 14981 686396
dano3mip_lp 3203 13873 79656
And was slower than many on:
NAME ROWS COLS NONZERO_ENTRIES
pds-40 66845 212859 605678
So just from glancing at that I would say the GNULP solver is ok on dense stuff, but needs some work on sparse constraint matrices. - SuperSloth, on 10/12/2007, -0/+2trigger:
http://www.gpgpu.org/ - Xalorous, on 10/12/2007, -0/+2optimization is awesome. nice toolkit. better than using spreadsheet and solver function.
- aiiee, on 10/12/2007, -0/+2Last time I worked with linear programming ( about 20 years ago ) there was a PC app called "What's Best!" by an outfit called General Optimization :) Don't know if they're still around, but the price was about $60 and it worked well enough for what I wanted at the time.
- antheo, on 10/12/2007, -0/+1
Thanks for the pointer. I'd like to see how the GNU Linear programming kit compares to ILOG CPLEX: http://www.ilog.com/products/optimization/ - Moly, on 10/12/2007, -0/+1Yeah, but does it support Karmarkar's algorithm?
- cogit0, on 10/12/2007, -1/+2(tempted to make some dereferencing pointers joke, but refrains)
- tallest, on 10/12/2007, -0/+1@trigger0219
http://www.cs.umd.edu/~jjung/research/cholgpu/index.html
might answer your question (not my work)
[edit] SpuerSloth was faster than I - trigger0219, on 10/12/2007, -0/+1Since these can be represented as matrices, and then solving, simply AX=b, I'd assume pushing some of this to the GPU would be beneficial.
(note: I'm not sure, they might have) - drlog, on 10/12/2007, -0/+1Ive been using ILOG CPLEX, lp_solve and GLPK. From experience, CPLEX is the best but also very expensive and not open. GLPK is *VERY* good but not the best.
I tried writing my own once...it worked for small problems but didn't scale :( - oooohan, on 10/12/2007, -0/+0glpk can do basic branch-and-bound for IP, IIRC. This won't be of much use for very large scale problems. You may also be interested in SYMPHONY from COIN-OR (http://www.coin-or.org/), which has, or will, implement cuts in addition to branch-and-bound.
- thedude603, on 10/12/2007, -0/+0Optimization is great indeed ($$$$). Anyone know of any open source INTEGER programmers? I work for a financial software company, we use a proprietary IP written 10+ years ago in APL, its powerful but we're re-writing in C# and are forced to use a COM Interop in order to maintain the old code.
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