GIPALS32 - Linear Programming Library 2.1

Linear programming library for constrained optimization.

GIPALS32 is a linear programming library that incorporates the power of linear programming solver and simplicity of integration to any software tools like Ms Visual C++, Ms Visual C# .Net, Ms Visual Basic, Borland Delphi and other that support a DLL import. The maximum number of constraints and variables is unlimited. The linear program solver is based on Interior-Point method (Mehrotra predictor-corrector algorithm) and optimized for large sparse linear programs by implementing the state-of-art algorithm to order the constraints matrix. The user can specify the linear program using a set of exported DLL functions. Also GIPALS32 provides an import of linear programs from Mathematical Programming System (MPS) data format that is an industry standard for the description of a variety of linear programs. Key features of GIPALS32: UNLIMITED linear program size; No external components or DLL are required; Simple way to specify a linear program without any special mathematical knowledge; Robust Interior-Point method for fast and reliable solution; Support the industrial standard format of linear programs.

GIPALS32 - Linear Programming Library 2.1 Tags:
linear programming library linear programming library linear program constrained optimization optimization matrix primal dual interior point constraint mps gipals32