[R-SIG-Finance] Fastest simplex algorithm package (faster than linprog) ?

[u0055 at wolke7.net]

Dear Arne,
Dear R-SIGs,

Thanks a lot for your suggestion.
I replaced "linprog" by "lpSolve".
The calculation time for my simplex problem
went down from 180 to 54 seconds :-)

54 seconds is still rel. long
for the surfers to wait for the server to respond.
Isn't there a faster way to calculate my simplex ?

I ported my simplex problem to windows and
calculated it with "whatsbest" from "LINDO SYSTEMS INC":
http://www.lindo.com/index.php?option=com_content&view=article&id=3&Itemid=11
Here it takes 1 second.
So there must be a faster way for calculating my problem.
Does anybody have any idea ?

Is the calculation time from "lpSolve"
depending on the OS (Linux or Windows) ?

Are there maybe any "preprocessors" out there,
which have a look to the simplex problem and
simplify it anyhow before running the simpex algo ?

Thanks and all the best,
Uwe


Am 08.06.2015 um 10:39 schrieb Arne Henningsen:

> Dear Uwe
>
> I suggest to use "lpSolve" or "lpSolveAPI."
>
> /Arne
>
>
> On 8 June 2015 at 10:18,  <u0055 at wolke7.net> wrote:
>> Dear R-SIGs,
>>
>> I would like to solve a simplex problem on a web server on the fly.
>> The simplex algorithm should be fast,
>> because the surfers are waiting.
>>
>> I'm using linprog package right now.
>> It works well, but it takes ca. 4 minutes.
>>
>> Does anybody know a very fast simplex algorithm package ?
>> It should understand constraints including '=', '>=' and '<='.
>> It should run natively under one of these Linux versions:
>> Cent OS 7.1
>> Cent OS 6.6
>> Debian 8
>> Debian 7
>> Ubuntu 15.04
>> Ubuntu 14.10
>> Ubuntu 14.04
>> Fedora 21
>> openSUSE 13.1
>> openSUSE 11.4
>>
>> Thanks and all the best,
>> Uwe