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PCx
PCx is a 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, with minor modifications to handle small pivot elements.
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Current Version: 1.0
License Type: Free for Non-Commercial and Research Use, http://www.mcs.anl.gov/otc/Tools/PCx/copyright.html
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