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107

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+1  Q: 

linprog slow for my problem

Hi

I am working on a matlab application for which I need much improved speed. I am using linprog to solve a 2-constraint linear program with around 10,000 variables bounded by zero and one. Linprog is extremely slow for my application. Is there any way I can reformulate to improve speed? Or do you perhaps know of some matlab-compatible shareware (I'm on a tight budget) that would be useful?

I really appreciate any tips.

Regards, Mike Curran

A: 

Sounds like a linear program with box constraints (may be called bound constraints) to me. Have you set those box constraints properly? See the reference for more information.

ablaeul  2010-06-24 09:01:31

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