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bobye / d2_kmeans

Fast discrete distributions clustering using Wasserstein barycenter with sparse support
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LP and QP solvers #2

Open bobye opened 9 years ago

bobye commented 9 years ago

Any suggestions about the use of LP and QP solver? Here is a list for consideration:

  1. mosek
  2. CPLEX
  3. gurobi

I don't know exactly about their strength and weakness. I think mosek can be fast. Any comments?

robbwu commented 9 years ago

I don't have any experience with them.

On Mon, Oct 27, 2014 at 7:26 AM, Jianbo Ye notifications@github.com wrote:

Any suggestions about the use of LP and QP solver? Here is a list for consideration:

  1. mosek
  2. CPLEX
  3. gurobi

I don't know exactly about their strength and weakness. I think mosek can be fast.

— Reply to this email directly or view it on GitHub https://github.com/bobye/d2_clustering/issues/2.

bobye commented 9 years ago

Let's do mosek.

bobye commented 9 years ago

both mosek and gurobi have supports for LP warm-start with simplex method, but don't support warm-start interior point (for many algorithmic reasons).

Warm-start QP can only work with active-set methods and variants, but active-set may suffer from scalability.

bobye commented 9 years ago

mosek comes with fast Simplex solver for transportation problem

bobye commented 9 years ago

removed try caching the LP solution for hot-start [descent method]