PCLP
Predictor Corrector algorithms for Linear Programming
ORIGIN

Action MOCOA, INRIARocquencourt

Beta version, November 2000
AUTHORS

Frederic BONNANS, INRIARocquencourt

Mounir HADDOU, INRIARocquencourt and Université d'Orléans
DESCRIPTION

The software contains some functions and drivers for
solving LP problems of the form
min c'x s.t Ax=b; x>=0
by a large neihghborhood infeasible predictor_corrector algorithm.
It is based on Newton steps on the perturbed optimality system
x.*s = m * 1
Ax = b
c + A'lambda = s
x>= 0 , s>=0
m>0
The matrix A may be either full or sparse; computations are made
accordingly.
 This is a software based on either
SCILAB
or matlab
for solving large scale linear programming problems.

It can be freely used for non commercial use.
INSTRUCTIONS:
 DOWNLOAD: pclp.tar.gz
 gunzip pclp.tar.gz
 tar xvf pclp.tar
DEMO:
 The demo macros are tpclp and tpclpm, with suffix .sci
for scilab.

The matlab macros are in the matlab directory.
MORE INFORMATION: see Part IV of the book