KORBX

From NEOS

Revision as of 17:00, 9 June 2008 by Leyffer (Talk | contribs)
(diff) ← Older revision | Current revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Linear Programming, Interior-Point Methods

KORBX solves linear programming problems by using a variety of interior-point methods. Features include

  • Dual and Primal-Dual Cholesky Solvers (for maximum performance across a wide range of problem sizes and structures)
  • Dual Conjugate Gradient Solver (for the largest, most complex linear programming problems)
  • Linear Equation Solver (for additional building block value for sparse matrix computation)

KORBX also include a Separable Quadratic Solver, which can be used as a building block for solving nonlinear programming problems.

A subroutine callable library for even more efficiency and flexibility.

Hardware Requirements:

Available for a wide variety of platforms, including Sun, DEC, HP, Convex, Cray, IBM machines.

Need more info?

Contact: AT&T Advanced Decision Support System 101 Crawfords Corner Rd., Holmdel, NJ 07733 Fax: (908) 949-9073

Retrieved from "http://wiki.mcs.anl.gov/NEOS/index.php/KORBX"