12-28-2017 07:18 PM
Question 2 of 2.1 of the Optimization portion of the Text/TimeSeries/Experiments/Optimization course says the default algorithm for linear programming is dual simplex, while the "Three-Dimensional Example" video states that the default in PROC OPTMODEL is primal simplex. Which is it? Am I conflating two different parts of the program, or is this contradictory?
12-29-2017 07:03 AM
It might depend. I believe if you run an example, it should tell you which method it is using.
MODEL chooses a solver that depends on the problem type. Table 5.8 lists the default solver for each problem type.1
Table 5.8 Default Solvers and Algorithms in PROC OPTMODEL
Problem Solver Algorithm Constraint programming CLP Constraint propagation and backtracking search
Linear programming LP Dual simplex
Mixed integer linear programming MILP Branch-and-cut
General nonlinear programming NLP Interior point NLP
Quadratic programming QP Interior point QP
12-29-2017 08:51 AM
I can't verify t anything about the procedure, test or documentation. All I can do is point you to the documentation. Perhaps someone more knowledgeable will look at your question and respond.
Need further help from the community? Please ask a new question.