Linear Programming Packages

HOPDM Extended Name High Order Primal Dual Method
Authors Jacek Gondzio
Department of Mathematics and Statistics
The University of Edinburgh
James Clerk Maxwell Building
King's Buildings
Mayfield Road
Edinburgh EH9 3JZ, U.K.
Fax No: +44 131 650 6553

Anna Altman
Systems Research Institute
Polish Academy of Sciences
ul. Newelska 6
01-447 Warszawa, Poland
Fax: +48-22-372772
Tel: +48-22-373578 ext. 242

Language FORTRAN (F77)
Algorithm Interior Point
Version 2.13 for LP
Input Format MPS
Modeling Languages link AMPL
Commercial Status free
Platform PC, Unix
Remarks HOPDM is a package for solving large scale linear and convex quadratic programming problems. The code is an implementation of the infeasible primal-dual interior point method. It uses multiple centrality correctors; their number is chosen appropriately for a given problem in order to reduce the overall solution time. HOPDM automatically chooses the most appropriate factorization method for a given problem (either normal equations or augmented system).
You can see general information about HOPDM and get HOPDM F77 source code (version 2.13, free of charge).
A comparison between HOPDM and some other IP package for LP is given in Hans Mittelmann ( benchmark:
  • J. Gondzio, Multiple centrality corrections in a primal dual method for linear programming. Computational Optimization and Applications, vol.6, pp.137-156, 1996
  • Gondzio, J., Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method, INFORMS Journal on Computing 9, No 1, Winter 1997, 73-91. TR 1994.3 (PS file).
  • Gondzio, J., Multiple Centrality Corrections in a Primal-Dual Method for Linear Programming, Computational Optimization and Applications 6 (1996) 137-156. TR 1994.20 (PS file).
  • Gondzio J., HOPDM (version 2.12) - A Fast LP Solver Based on a Primal-Dual Interior Point Method, European Journal of Operational Research 85 (1995) 221-225. TR 1995 (PS file).
  • Gondzio J. and M. Makowski, HOPDM - Modular Solver for LP Problems, User's Guide to Version 2.12, Working Paper WP-95-50, International Institute for Applied Systems Analysis, Laxenburg, Austria, 1995. WP-95-50 (PS file).
  • Altman A. and J. Gondzio, Regularized Symmetric Indefinite Systems in Interior Point Methods for Linear and Quadratic Optimization, HEC Technical Report 98.6, Department of Management Studies, University of Geneva, Switzerland, March 1998. TR 98.6 (PS file).
  • Andersen E.D., J. Gondzio, C. Meszaros, and X. Xu, Implementation of Interior Point Metods for Large Scale Linear Programming, in: Interior Point Methods in Mathematical Programming, T. Terlaky (ed.), Chapter 6, pp. 189-252, Kluwer Academic Publisher, 1996. TR 1996.3 (PS file) (see also the whole book).
  • Gondzio J. and T. Terlaky, A Computational View of Interior Point Methods for Linear Programming, in: Advances in Linear and Integer Programming, J. Beasley (ed.), Chapter 3, pp 103-144, Oxford University Press, Oxford, England 1996. TR 1994.22 (PS file) (see also the whole book).