Computational Optimization Laboratory
Department of Management Science,
The University of Iowa, Iowa City, IA 52242, USA
|Algorithm||Interior-point homogeneous algorithm|
|Modeling Languages link|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler|
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, USERíS 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)