Linear Programming Packages

LOQO Author Robert J. Vanderbei
ACE-42 Engineering Quad
Princeton University
Princeton, NJ 08544
(609) 258-0876
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 ( 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.