TY - JOUR
T1 - Numerical aspects in developing LP softwares, LPAKO, and LPABO
AU - Kim, Woo Je
AU - Lim, Sungmook
AU - Doh, Seung yong
AU - Park, Soondal
AU - Ahn, Jaegeun
PY - 2003/3/1
Y1 - 2003/3/1
N2 - We have developed two public domain linear programming programs for several years, LPAKO and LPABO, which can solve large-scale sparse LP problems stably and fast. In this paper, several important numerical aspects which were considered in developing LPAKO and LPABO are presented. Common issues are scaling, tolerances and presolving. For the LPAKO, LU factorization and pivoting rule are important aspects. In case of LPABO, Cholesky factorization, ordering and dense column handling are important. In the end of this paper, several issues to be considered in the future development are proposed.
AB - We have developed two public domain linear programming programs for several years, LPAKO and LPABO, which can solve large-scale sparse LP problems stably and fast. In this paper, several important numerical aspects which were considered in developing LPAKO and LPABO are presented. Common issues are scaling, tolerances and presolving. For the LPAKO, LU factorization and pivoting rule are important aspects. In case of LPABO, Cholesky factorization, ordering and dense column handling are important. In the end of this paper, several issues to be considered in the future development are proposed.
KW - Interior point method
KW - LPABO
KW - LPAKO
KW - Linear programming
KW - Simplex method
UR - http://www.scopus.com/inward/record.url?scp=0037334654&partnerID=8YFLogxK
U2 - 10.1016/S0377-0427(02)00707-0
DO - 10.1016/S0377-0427(02)00707-0
M3 - Article
AN - SCOPUS:0037334654
SN - 0377-0427
VL - 152
SP - 217
EP - 228
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 1-2
ER -