Article ID: | iaor20031186 |
Country: | United Kingdom |
Volume: | 17 |
Issue: | 4 |
Start Page Number: | 717 |
End Page Number: | 745 |
Publication Date: | Jul 2002 |
Journal: | Optimization Methods & Software |
Authors: | Park Soondal, Lim Sungmook |
LPAKO is a public domain simplex-based linear programming program which can solve large-scale, sparse linear programming problems. It has been widely used in many applications and shows better performance than other public domain simplex-based programs. Several aspects considered in the development of LPAKO are described in this article such as the construction of initial basis, LU factorization of basis matrix, pricing rule, presolving/postsolving and other miscellaneous issues. At the end of the article, we introduce H. Mittelman's benchmark result which compares the performance of LPAKO with those of several simplex-based programs. We also compare LPAKO with CPLEX on the NETLIB test set.