Los Angeles, CA
March 31, 2009 to April 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, 2009 WRI World Congress on Computer Science and Information Engineering, CSIE, 2009 WRI World Congress on Computer Science and Information Engineering, CSIE 2009, pp. 765-769, doi:10.1109/CSIE.2009.152