Los Angeles, California USA
Mar. 31, 2009 to Apr. 2, 2009
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/CSIE.2009.152
LPSPS is a new linear programming program based on the saddle point algorithm which can solve large-scale,sparse linear programming problems. The saddle point algorithm is a new fast iterative method for linear programming. It has been widely used in many fields and shows better performance than other public domain simplex-based programs. Several aspects in the development of the program are described in this article such as the saddle point algorithm, pre-solving, post-solving and the data scaling. At the end of the paper, we compare LPSPS with CPLEX on the NETLIB test set.
linear programming, the saddle point algorithm, program
Zhang Guoguang, "LPSPS: A New Linear Programming Program", CSIE, 2009, Computer Science and Information Engineering, World Congress on, Computer Science and Information Engineering, World Congress on 2009, pp. 765-769, doi:10.1109/CSIE.2009.152