PCx: An interior-point code for linear programming

被引:48
作者
Czyzyk, J
Mehrotra, S
Wagner, M
Wright, SJ
机构
[1] Argonne Natl Lab, Div Math & Comp Sci, Argonne, IL 60439 USA
[2] Wroclawska Szkola Jezykowa, PL-54217 Wroclaw, Poland
[3] Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA
[4] Cornell Univ, Sch Ind Res & Ind Engn, Ithaca, NY 14850 USA
关键词
linear programming; interior-point methods; software;
D O I
10.1080/10556789908805757
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We describe the code PCx, a primal-dual interior-point code for linear programming. Information is given about problem formulation and the underlying algorithm, along with instructions for installing, invoking, and using the code. Computational results on standard test problems are reported.
引用
收藏
页码:397 / 430
页数:34
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