I'm working on an implementation of the simplex algorithm. I want to solve problems in real time every 30 minutes. They could be interpreted as a classic transportation problem. I couldn't really say how much the next problem will be different from the one before.
This should be an illustrating example:
3 supply points
4 demand points
total supply = 9
total demand = 9
2 supply points
5 demand points
total supply = 10
total demand = 10
Problem 2 is the problem which follows on problem 1. The costs in between all points are known and linear to the transported good.
In Problem 2 one supply point became a demand point. Thus regarding the simplex there will be a change of my objective function and my restrictions.
Now my question: Could I warmstart problem 2 by using my optimal solution of problem 1? If so, how much could my problem 2 differ from problem 1 so warmstarting would still be possible? For some reason I can't really find literature on this.