Computer Science and Information Engineering, World Congress on (2009)

Los Angeles, California USA

Mar. 31, 2009 to Apr. 2, 2009

ISBN: 978-0-7695-3507-4

pp: 765-769

DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/CSIE.2009.152

ABSTRACT

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.

INDEX TERMS

linear programming, the saddle point algorithm, program

CITATION

Zhang Guoguang,
"LPSPS: A New Linear Programming Program",

*Computer Science and Information Engineering, World Congress on*, vol. 07, no. , pp. 765-769, 2009, doi:10.1109/CSIE.2009.152