Zohar Levi

I naively thought that it's just a matter of solving a linear system of equalities, which usually takes under a second rather than a minute (using packages such mldivide, pardiso, umfpack). However...

I missed that, thanks.

The mechanism for adding constraints is incredibly slow. Summing the matrix coeff takes 0.02sec. Gurobi adding constraints takes 7sec.  Gurobi optimizing the model takes 5sec. GRBEnv genv;GRBModel ...

dense_optimize() in dense_c++.cpp seems close enough and requires only minor adjustments, thanks.

Okay, thanks.

And what happens if I stop it prematurely? Let's try again. This is my objective: https://math.stackexchange.com/questions/4510587/find-a-feasible-but-not-optimal-solution-to-a-large-lp Can I speci...

I see, thanks, but I need a solution to terminate prematurely. I'll just note that the simplex algo. has a theoretical exponential complexity, and maybe my request isn't so far fetched. For future ...

Unimodularity: of course, I just haven't got to it yet. What I meant was since the problem is solved so quickly, then perhaps there's a special case here, where I can achieve a faster solution usin...

Interesting. I quoted this in the math link. I did a preliminary check, relaxing the binary vars to real in [0,1], and rounding the solution. For 20 iterations (I'm solving this problem repeatedly)...

Can you perhaps take a look at the following model: https://drive.google.com/file/d/17dM2GdJYPVZ2FkFDZ0Qd4uOXnZdW4lgh/view It's exported from yalmip, and it can be run as: gurobi( model, model.par...