I am trying to solve an LP minimization problem with glpk solver in octave for large data. my constraint matrix is having 1000
or more rows. My decision variable values are fractional. I am using two phase dual simplex method. I want to use glp_exact
in octave/matlab. Here is how my glpk looks like:
param.dual = 3
param.presol = 1
[xmin, fmin] = glpk (c, A, b, lb, ub, ctype, vartype, s, param)
I don't have any idea how to use exact
to simplex method. Any help regarding this will be really appreciated.