When solving a Linear Optimization model (or Linear Program), there are a lot of solution approaches.
Just to name a few:
- Primal Simplex
- Dual Simplex
- Ellipsoid Method (as if)
- Interior Point Method
When should I use the Interior Point Method?
Is it just a matter of trial-and-error numerically or are there some indicators within a problem that point to preferred approaches?
I understand that the default for many solvers is to automatically choose for you unless you specify.