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.
All Science Journal Classification (ASJC) codes
- Management Science and Operations Research
- Statistics, Probability and Uncertainty
- Discrete Mathematics and Combinatorics
- Modeling and Simulation