Abstract
This paper describes an implementation of the one-phase primal-dual path-following algorithm for solving linear programming problems. The design is intended to be simple, portable and robust. These design goals are achieved without sacrificing state-of-the-art performance. We give a brief description of the algorithm and the implementation focusing on the features which most distinguish this implementation from others available.
Original language | English (US) |
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Pages (from-to) | 531-534 |
Number of pages | 4 |
Journal | Operations Research Letters |
Volume | 10 |
Issue number | 9 |
DOIs | |
State | Published - Dec 1991 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Software
- Applied Mathematics
- Industrial and Manufacturing Engineering
- Management Science and Operations Research
Keywords
- interior-point methods
- large-scale optimization
- linear programming
- primal-dual path following method
- software