Numerical efficiency tests on interior point methods in LIPSOL (linear programming interior-point SOLvers)

Abstract

Interior point method(IPM) 의 전반적인 발달과정을 살펴보고 IPM의 한 방법인 infeasible-primal-dual algorithm언급한다. 이 방법을 이용한 package인 LIPSOL(linear programming interior-point solvers)의 효율성을 보인다. ; The Interior point methods for linear programming have gained extraordinary interest as an alternative to the sparse simplex based methods. First we give a short overview of the Interior point methods(IPM) and then present the infeasible-primal-dual algorithm which is widely considered the most efficient general purpose IPM. And we descrie the software which is called LIPSOL-linear programming interior-point SOLvers¹. Our final aim is to interpret and deal with the solutions of problems²solved by it, and demonstrate author s assertion of its efficiency when dealing with the large scale and spars problems. ¹ by Yin Zhang, Department of Computational Appied Mathematics, Rice University ² obtained in NETLIB and sztaki.hu\pub\oplab\LPTESTSET