Linear Programming

Release: 5.0

Date: Jun 4, 2024

Author: Nick Gould for GALAHAD productions

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are three packages designed to solve linear programming problems, or to find a feasible point within a polyhedral set (one defined by a finite number of linear inequalities).

Contents

• LPA - linear programming using the simplex method
• LPB - linear programming using an interior-point method
• WCP - find a well-centered point within a polyhedral set

References

[1]

Gould, N. I. M., Orban, D., & Toint, Ph. L. (2003). GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Transactions on Mathematical Software (TOMS), 29(4), 353-372.