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Re:Linear Programming in Python (2023) by taeric on Wednesday July 19, 2023 @04:57PM (#36793258)
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?
Re:Linear Programming in Python (2023) by graycat on Wednesday July 19, 2023 @05:53PM (#36794008)
The 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.