PCx: An interior-point code for linear programming

Joseph Czyzyk, Sanjay Mehrotra, Michael Wagner, Stephen J. Wright

Research output: Contribution to journalArticle

47 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)397-430
Number of pages34
JournalOptimization Methods and Software
Volume11
Issue number1
DOIs
StatePublished - Jan 1 1999

ASJC Scopus subject areas

  • Software
  • Control and Optimization
  • Applied Mathematics

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