Primal and dual simplex

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Paula Fermin Cueto

2020年10月30日 23:55

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How does Gurobi go about re-optimising an LP model when we add both rows and columns to the model from the last solve? Does it do it sequentially, i.e. add columns -> warm start primal simplex -> add rows -> warm start dual simplex?

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:05 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Jaromił Najman

  • Gurobi Staff

  2020年11月09日 11:03

  Hi Paula,

  When both rows and columns are added then Phase 1 of the simplex algorithm has to be executed and a non-standard warm-start is performed in this phase. This may be better than performing the calculations sequentially but is not expected in general.
  We would recommend to test whether adding rows and columns separately instead of simultaneously provides better performance.

  Best regards,
  Jaromił

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  Paula Fermin Cueto

  2020年11月09日 14:09

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  Hi Jaromił,

  That makes sense, thank you for confirming this.

  Paula

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