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Column pricing with finite precision #31

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vandenheuvel opened this issue Aug 3, 2021 · 0 comments
Open

Column pricing with finite precision #31

vandenheuvel opened this issue Aug 3, 2021 · 0 comments
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area:pivoting Area: Choosing the next column to pivot on enhancement Concerns algorithmic functionality rather than implementation details

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@vandenheuvel
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Currently, the steepest descent pricing algorithm from Goldfarb and Tomlin is implemented in arbitrary precision. While useful as a reference implementation, it would be faster when implemented in finite precision. Numerical issues are not a big problem, as it would at most cause a slightly worse column to be pivoted on.
@vandenheuvel vandenheuvel added enhancement Concerns algorithmic functionality rather than implementation details area:pivoting Area: Choosing the next column to pivot on labels Aug 3, 2021
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area:pivoting Area: Choosing the next column to pivot on enhancement Concerns algorithmic functionality rather than implementation details
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