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Interior-Point Linear Programming Solvers

  1. Hande Y. Benson

Published Online: 14 JAN 2011

DOI: 10.1002/9780470400531.eorms0416

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Benson, H. Y. 2011. Interior-Point Linear Programming Solvers. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. Drexel University, Philadelphia, Pennsylvania

Publication History

  1. Published Online: 14 JAN 2011

Abstract

We present an overview of available software for solving linear programming problems using interior-point methods. Some of the codes discussed include primal and dual simplex solvers as well, but we focus the discussion on the implementation of the interior-point solver. For each solver, we present types of problems solved, available distribution modes, input formats and modeling languages, as well as algorithmic details, including problem formulation, use of higher corrections, presolve techniques, ordering heuristics for symbolic Cholesky factorization, and the specifics of numerical factorization.

Keywords:

  • interior-point methods;
  • linear programming;
  • optimization software