[]... I conduct iterative linear solving, and don't like the idea of
starting afresh every time I add a constraint; as I recall, one ought
to be able to warm start even at that point, simply moving from the
old, at worst currently infeasible solution to a feasible solution.
[...]
FYI: because I needed the warm restart functionality, and wanted to
learn Cython, I decided to try and write a Cython/Python GLPK interface.
Current preliminary version can be found at
https://github.com/equaeghe/epyglpki/
Nothing but the most trivial operations have been tested at this point
and many aspects have not yet been wrapped. In case the Sage developers
find something interesting in the code, they are of course very welcome
to take parts. Suggestions and comments are welcome as issues on Github;
pull-requests also welcome. (No promises of acting on them, however.)
Cheers,
Erik
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