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Mar 3, 2012 at 4:49 comment added Dima Pasechnik I don't know what makes you think that the simplex method is usually the fastest. Modern interior-point solvers beat the simplex method quite handily. What is right, though, is that some variations of the simplex method are very easy to restart after adding an extra constraint, while interior-point methods cannot be restarted easily.
Jan 1, 2010 at 19:09 history edited Harrison Brown CC BY-SA 2.5
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Jan 1, 2010 at 9:08 history answered Harrison Brown CC BY-SA 2.5