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Computational experiments with ABS algorithms for KKT linear systems. (English) Zbl 1014.90067
Summary: We present results of testing codes for KKT linear systems based upon the ABS algorithms versus classical codes (from packages ABSPACK and LAPACK). Classes of problems are found where codes from ABSPACK perform significantly better in terms of speed and accuracy.

MSC:
90C08 Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
90-04 Software, source code, etc. for problems pertaining to operations research and mathematical programming
Software:
ABSPACK; LAPACK
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