Closed matbesancon closed 4 years ago
there are no type-generic LP solver
Tulip.jl?
You're right on Tulip I think, but not all real types can be used because it relies on non-generic LinearAlgebra if I'm not mistaken, @mtanneau is it correct?
I believe that used to be true, but he added support for more generic linear algebra via LDLFactorizations, and now at least BigFloat's can be used (as shown in the readme).
I think at some point this will be fixed at the JuMP level
That would be great! To be clear, I wasn't really suggesting rewriting it with MOI, just pointing out that there is a generic solver :). I made the other choice in Convex.jl, but that's since I really wanted to solve some SDPs in high-precision, and I think either option is pretty defensible.
no trouble, and yes I'm impatiently waiting to get eltype-generic linear and MIP solvers for many aspects
closes #16
not all real types can be used because it relies on non-generic LinearAlgebra
Any real type should work. If it's not Float64, then the linear algebra is generic and it will use LDLFactorizations.jl (if your matrix is sparse) or generic Cholesky (if your matrix is dense).
That being said, for min-cost flow, network simplex is likely to be much more efficient that interior-point.
yes, still good to know, say you want to solve a symbolic flow, or differentiate through a network flow, etc
For now we'll use JuMP, one pain is that the numeric type is forced to be Float64. Not a big deal as long as there are no type-generic LP solver