Set GLPK options to improve solving speed

With GLPK v4.43, we are seeing the following solving speends on
wks-50-12 with testmain.

single:
lp_dpcp_bounds::cpu_costs: total=338281ms last=561.457ms average=560.996ms count=603
lp_dflp_bounds::cpu_costs: total=109988ms last=183.426ms average=182.401ms count=603

single+GLP_DUALP:
lp_dpcp_bounds::cpu_costs: total=27461.7ms last=397.327ms average=397.996ms count=69
lp_dflp_bounds::cpu_costs: total=31928.1ms last=461.537ms average=462.726ms count=69

single + GLP_DUALP + GLP_PT_STD:
lp_dpcp_bounds::cpu_costs: total=16134.9ms last=404.367ms average=403.373ms count=40
lp_dflp_bounds::cpu_costs: total=18827.3ms last=487.815ms average=470.683ms count=40

single + GLP_PT_STD:
lp_dpcp_bounds::cpu_costs: total=28215.7ms last=511.512ms average=503.852ms count=56
lp_dflp_bounds::cpu_costs: total=9944.36ms last=177.432ms average=177.578ms count=56

bsingle + GLP_RT_STD:
lp_dpcp_bounds::cpu_costs: total=105168ms last=562.115ms average=559.402ms count=188
lp_dflp_bounds::cpu_costs: total=34179ms last=182.362ms average=181.803ms count=188

single + GLP_RT_STD + GLP_PT_STD:
lp_dpcp_bounds::cpu_costs: total=190591ms last=510.497ms average=509.602ms count=374
lp_dflp_bounds::cpu_costs: total=65934.2ms last=176.804ms average=176.295ms count=374

With merged LPs, it's unbearably slow:
lp_dpcp_bounds::cpu_costs: total=30727.3ms last=15253.7ms average=10242.4ms count=3
lp_dflp_bounds::cpu_costs: total=6389.68ms last=2128.94ms average=2129.89ms count=3

1 files changed, 7 insertions, 0 deletions

diff --git a/native/src/linprog/glpk.cpp b/native/src/linprog/glpk.cpp
index 9ddf2c6..7a9a0d9 100644
--- a/native/src/linprog/glpk.cpp
+++ b/native/src/linprog/glpk.cpp
@@ -91,7 +91,14 @@ void GLPKSolution::solve(double var_lb, double var_ub)
 
         glp_init_smcp(&glpk_params);
 
+        /* Set solver options. The presolver is essential. The other two
+         * options seem to make the solver slightly faster.
+         *
+         * Tested with GLPK 4.43 on wks-50-12.
+         */
         glpk_params.presolve = GLP_ON;
+        glpk_params.pricing  = GLP_PT_STD;
+        glpk_params.r_test   = GLP_RT_STD;
 
         solved = glp_simplex(glpk, &glpk_params) == 0 &&
                 glp_get_status(glpk) == GLP_OPT;