Package: pcx (1.1.18-2) [non-free]
Links for pcx
Download Source Package pcx:
- Homepage [www.mcs.anl.gov]
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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