LPSPS: A New Linear Programming Program

Author

Guoguang, Zhang

Author_Institution

Shenyang Inst. Of Chem. Technol., Shenyang, China

Volume

7

fYear

2009

fDate

March 31 2009-April 2 2009

Firstpage

765

Lastpage

769

Abstract

LPSPS is a new linear programming program based on the saddle point algorithm which can solve large-scale, sparse linear programming problems. The saddle point algorithm is a new fast iterative method for linear programming. It has been widely used in many fields and shows better performance than other public domain simplex-based programs. Several aspects in the development of the program are described in this article such as the saddle point algorithm, pre-solving, post-solving and the data scaling. At the end of the paper, we compare LPSPS with CPLEX on the NETLIB test set.

Keywords

iterative methods; linear programming; CPLEX test set; LPSPS; NETLIB test set; data scaling; iterative method; large-scale sparse linear programming problem; linear programming program; public domain simplex-based program; saddle point algorithm; Application software; Chemical technology; Computer science; Data structures; Iterative algorithms; Iterative methods; Lagrangian functions; Linear programming; Testing; linear programming; program; the saddle point algorithm;

fLanguage

English

Publisher

ieee

Conference_Titel

Computer Science and Information Engineering, 2009 WRI World Congress on

Conference_Location

Los Angeles, CA

Print_ISBN

978-0-7695-3507-4

Type

conf

DOI

10.1109/CSIE.2009.152

Filename

5170419