First off, my coding activity on solver is progressing very slow these days. Mostly because, besides my day job as a software engineer, I’ve been taking a class at a nearby college since January, and its class work (homework and programming assignments etc.) is taking up the bulk of my free time. This class finishes in May, so hopefully I will have more time to spend for the solver project once this is all done.
Also, for those who haven’t noticed, there is now a Windows binary available thanks to Kami’s contribution, so to those of you who have been waiting for a Windows version, now is your chance. :-) It’s available at the usual place.
Ok, so…, here is the update on my solver. I’m pretty much done with my revised simplex code, and now I’m shifting my focus to improving the (upper-and-lower) bounded revised simplex code. After a couple of test runs I’ve realized that the bounded simplex’s initial solution search is still pretty weak, so, that code needs to be improved first before anything else.
As an aside, here is an interesting page on Calc’s performance optimization bits by Michael and his gang.