Article ID: | iaor19921920 |
Country: | Netherlands |
Volume: | 10 |
Issue: | 9 |
Start Page Number: | 531 |
End Page Number: | 534 |
Publication Date: | Dec 1991 |
Journal: | Operations Research Letters |
Authors: | Vanderbei Robert J. |
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. A brief description is given of the algorithm and the implementation focusing on the features which most distinguish this implementation from others available.