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An implementation of a primal-dual interior point method for linear programming. (English) Zbl 0752.90047
Summary: We describe in detail an implementation of a primal-dual interior point method for solving linear programming problems. Preliminary computational results indicate that this implementation compares favorably with a comparable implementation of a dual affine interior point method, and with MINOS 5.0, a state-of-the-art implementation of the simplex method.

MSC:
90C05 Linear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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