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《《2016 Interior-point linear programming solver》.pdf
INTERIOR-POINT LINEAR PROGRAMMING SOLVERS
HANDE Y. BENSON
Abstract. We present an overview of available software for solving linear pro-
gramming 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 mod-
eling 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.
We present an overview of available software for solving linear programming
problems using interior-point methods. We consider both open-source and pro-
prietary commercial codes, including BPMPD ([37], [36]), CLP [16], FortMP [15],
GIPALS32 [45], GLPK [34], HOPDM ([24], [28]), IBM ILOG CPLEX [30], LINDO
[31], LIPSOL [49], LOQO [48], Microsoft Solver Foundation [38], MOSEK [2], PCx
[13], SAS/OR [44], and Xpress Optimizer [43].
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. Many
of the solvers allow user-control over some algorithmic details such as the type of
presolve techniques applied to the problem and the choice of ordering
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