LOQO | Author | Robert J. Vanderbei
ACE-42 Engineering Quad Princeton University Princeton, NJ 08544 (609) 258-0876 E-mail: rvdb@princeton.edu |
Language | C++ | |
Algorithm | Interior point | |
Input Format | MPS | |
Modeling Languages link | AMPL interface, Matlab5 interface | |
Commercial Status | ||
Platform | executables for major platforms | |
Remarks | An efficient implementation of an interior point method for large-scale linear and/or quadratic programming.
It is very well designed into an straightforward manner. It is easy to be incorporated into larger systems for solving different types of optimization problems. A comparison between LOQO and some other IP package for LP is given in Hans Mittelmann (mittelmann@asu.edu) benchmark: | |
References | SOR 94-05. (with B. Yang) "On the Symmetric Formulation of Interior-Point Methods"
SOR 94-15. "LOQO: An Interior Point Code for Quadratic Programming" (revised 09/28/98) SOR 97-08. "LOQO User's Manual -- Version 3.10" R.J. Vanderbei, Linear Programming. Foundations and Extensions. Kluwer Academic Publishers, Boston, 1996. |