PCx: Interior-point linear programming solver for Unix and Windows 95/NT
PCx is a freely available primal-dual interior-point code for linear programming. It implements Mehrotra's predictor-corrector algorithm, the algorithm that forms the basis of most existing interior-point codes for general linear programming. The major computational operation--solution of a linear system with a large, sparse positive definite coefficient matrix--is performed with the sparse Cholesky package of Ng and Peyton (Oak Ridge National Laboratory), with minor modifications to handle small pivot elements.
PCx is written in C, with the exception of the Oak Ridge sparse linear algebra module, which is written in Fortran. The code is highly modularized, to allow for easy modification by users who wish to experiment with the algorithm. It makes use of carefully designed data structures.
PCx incorporates a presolver to remove inefficiencies in the problem formulation. Input is via the industry-standard MPS format. Users who wish to alter the default settings of algorithmic parameters can do so through a simple specifications file. PCx can also be called directly as a subroutine. In this mode, the user fills out two data structures: one structure contains a complete specification of the linear programming problem, while the other contains the algorithmic parameters. These structures are passed to PCx, and the solution is returned in a third data structure.
PCx is freely available software. Users who wish to incorporate all or part of PCx in a commercial software package for subsequent resale must contact the authors before doing so. See the copyright statement on the PCx Web area for details.
PCx is supplied with source files and makefiles for various Unix environments. Executables are also available for Sun4, SGI IRIX, and IBM rs6000 environments.
A version of PCx for Windows 95/NT was released in April 1997. PCx is a product of the Optimization Technology Center, which is jointly operated by Argonne National Laboratory and Northwestern University.
Visit the PCx Web area or the web page for the Windows 95/NT version
Click here to download the PCx User Guide (in postscript format).
You can also contact Joe Czyzyk or Steve Wright at the following address:
MCS Division, Argonne National Laboratory, Argonne, IL 60439. Phone: (630) 252-7847 Fax: (630) 252-5986
Joe Czyzyk, Sanjay Mehrotra, and Steve Wright, PCx User Guide, Technical Report OTC 96/01, Optimization Technology Center, May, 1996. Click here for postscript version.
[ Optimization Software Guide | OTC Home Page | NEOS Server | NEOS Guide ]