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I knew you can carry forward solutions in most solvers. I'd assume you would be changing constraints some, though I imagine most constraints would not be chang
by taeric 3y ago
I knew you can carry forward solutions in most solvers. I'd assume you would be changing constraints some, though I imagine most constraints would not be changed such that a lot of the discovered solution would still be good?
- graycat 3y agoThe change that would make finding the next solution maybe not quickly would be to the basis matrix and its inverse from the last solution. Still, finding a new basis inverse would be much faster than starting from just the whole problem. Yes, changes in the basis matrix could make that basis infeasible, but could attack that the usual way with artificial variables, and there may be still better ways. Changes in the costs c, the right hand side b, or the non-basic columns of matrix A would let the new solution be found usually quickly.