| COPL_LC | Author | Yinyu Ye
Computational Optimization Laboratory Department of Management Science, The University of Iowa, Iowa City, IA 52242, USA E-mail: yinyu-ye@uiowa.edu |
| Language | FORTRAN 77 | |
| Algorithm | Interior-point homogeneous algorithm | |
| Input Format | MPS | |
| Modeling Languages link | ||
| Commercial Status | free | |
| Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |
| Remarks | The approach is a primal-dual homogeneous algorithm. The algorithm generates a solution pair if the problem is solvable, or detects infeasibility or unboundedness. The objective need not be differentiable at an optimal solution of a given consistent program. The package implements advanced sparse matrix factorization techniques to take advantage of the structure of the Hessian of the objective function. A comparison between COPL_LC and some other primal dual interior point packages for LP is given by Hans D. Mittelmann. | |
| References | E. Andersen and Y. Ye, On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints in Michael C. Ferris and Jong-Shi Pang, eds., Complementarity and variational Problems: State of the art, SIAM, 1997, pp. 1-11.
Yinyu Ye, USER’S GUIDE of COPL_LC. Computational Optimization Program Library: Linearly Constrained Convex Programming. The University of Iowa, September 20, 1997. E.D. Andersen, Yinyu Ye, A computational study of the homogeneous algorithm for large-scale convex optimization. Working Paper, Department of Management Sciences, The University of Iowa (May, 1996). (Revised, March 1997) |
