Linear Programming

Henry Wolkowicz's Research

Research Home	Publications & Abstracts	Talks & Presentations	Semidefinite Programming	EDM and SNL	Graph Partitioning	Maximum Cut
Linear Programming	Quadratic Assignment	NLP, Regularization, TRS	Set Partitioning	Matrix Approximation	Misc. Software/Opt.	Matrices and Optimization

Linear Programming,
contains MATLAB programs for linear programming, including a well tested simplex method routine and several examples. (dates back to 1990)
FAQ (frequently asked questions, now NEOS link) for linear programming
Miscellaneous Links:
- A comparison of simplex algorithms complete with MATLAB scripts,
  thesis by Steven Morgan at University of Florida, 1997.
- PCx, interior point codes for various platforms from Stephen Wright et al (at Argonne).
- OOPS, object oriented parallel solver, is the parallel interior point code that exploits any special structure in the Hessian and Jacobian matrices. (Gondzio and Grothey and Sarkissian)