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methods 'revised simplex' and 'interior-point' are extremely slow? #14471

@N3UN3R

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@N3UN3R

I'm currently working on a LP and want to compare different implementations of the revised simplex and IP methods to solve it.

The LP has a size of 200*200.
The problem itself could be interpreted as a transportation problem.
Due to the problem structure I do have 40.000 constraints.
I'm using numpy matrices as input.

The solving time of the revised simplex for this is 16 minutes.
The solving time of the interior point method is about 11 minutes.

Are those old methods really that slow or am I doing something wrong?

Thanks in advance.

I'm working on a windows machine with 16gb ram and i7.

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DocumentationIssues related to the SciPy documentation. Also check https://github.com/scipy/scipy.orggood first issueGood topic for first contributor pull requests, with a relatively straightforward solution

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