[Help-glpk] restart interior point method

[Sebastien . deMentendeHorne]

Hi again,

I am using the interior point method to solve LPs which is much faster than
the simplex method for the problem I am considering.
I must solve the same problem several times with different coefficients for
the objective function. The IP method does make a symbolic factorisation
(well, that is what is printed during the preprocessing, before the
iterations begin) that takes a long time.

Is it possible to keep this work between problems (in an object that is
passed to the solver like for glp_simplex1 ?
It would save me a lot of time as the iterations themselves are quit fast.

Any hint is welcome.

Sébastien de Menten de Horne      |    ELECTRABEL 
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