> I run my simulations on a Pentium 1.5Ghz with 512MB RAM. This is how my
> code looks:
> 
> /*for loop that assigns values to ne, ia, ja, ar here*/
> 
>   lpx_load_matrix(lp, ne, ia, ja, ar); 
>   
>   lpx_simplex(lp);
>   
>   Z = lpx_get_obj_val(lp);

Try to scale the problem and/or enable the lp presolver, i.e. add
the following calls:

   lpx_scale_prob(lp);
   lpx_set_int_parm(lp, LPX_K_PRESOL, 1);

before call to lpx_simplex.



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