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Pakket: pcx (1.1.18-2) [non-free]

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primal-dual interior-point code for linear programming

PCx is a freely available primal-dual interior-point code for linear programming. It implements Mehrotra's predictor-corrector algorithm, the algorithm that forms the basis of most existing interior-point codes for general linear programming. The major computational operation--solution of a linear system with a large, sparse positive definite coefficient matrix--is performed with the sparse Cholesky package of Ng and Peyton (Oak Ridge National Laboratory), with minor modifications to handle small pivot elements. PCx does not solve integer programming problems.

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s390 307,6 kB680,0 kB [overzicht]