Hi,
I am working on relatively large dense linear programming problems using IMSL (the Intel bundle version, I think it is 7.0.1) LP routines.
I'm getting good results with DENSE_LP but it is a bit slow, as it isn't parallelized. I'd like to try LPRS. But it fails with a "maximum number of iteration reached" error. Is there any way to modify the maximum number of iterations? I can't find anything in the docs provided by Roguewave and it seems like a silly thing to have a hard-coded max number of iterations. Is there a hidden parameter?
If anyone has any info on that, I'd be grateful.
Many thanks.