PCx: An interior-point code for linear programming

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

Research output: Contribution to journalArticlepeer-review

58 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 - 1999

Funding

* This work was supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Computational and Technology Research, U.S. Department of Energy, under Contract W-31-109-Eng-38. t Corresponding author. This work was supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Computational and Technology Research, U.S. Department of Energy, under Contract W-31-109-Eng-38. We acknowledge particularly the contributions of Marc Wenzel, who programmed the dense-column- handling and conjugate gradient refinement features that were added for the beta-2.0 release, and also of Magdalena Stolarski, who wrote the interface for the Windows 95/NT version. We are grateful to Doug Moore for

ASJC Scopus subject areas

  • Software
  • Control and Optimization
  • Applied Mathematics

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