LP Method Selection (LPMethod enum)

File I/O 1 implementation

LPM_Dual: Dual simplex (default, best for warm starts)
- LPM_Primal: Primal simplex
- LPM_Barrier: Interior-point with crossover to basis
- LPM_BarrierNoCross: IPM without crossover (for large LPs)

Complexity

MIP: Exponential worst-case, highly structure-dependent Each LP solve: O(m·n·iterations) for simplex

Implementations

Cbc

Cbc_C_Interface.h - Creates an empty problem
- View source on GitHub

References

Land, A.H. and Doig, A.G. (1960). "An automatic method of solving discrete programming problems". Econometrica 28(3):497-520.