Working Paper Solving a Class of Lp Problems with a Primal-dual Logarithmic Barrier Method Solving a Class of Lp Problems with a Primal-dual Logarithmic Barrier Method

Working Papers are interim reports on work of the International Institute for Applied Systems Analysis and have received only limited review. Views or opinions expressed herein do not necessarily represent those of the Institute or of its National Member Organizations. Foreword This Working Paper describes the implementation of an LP solver at IIASA. The primary motivation for this research was to provide an eecient and distributable solver for optimization problems frequently generated in collaborative studies of the Food and Agriculture Project with other organizations. Such optimization problems are often large LP problems and therefore the solver should be both eecient, robust and royalty free for distribution. After the analysis of the characteristics of the LP problems and of the above stated requirements, the HOPDM code, developed at the Systems Research Institute of the Polish Academy of Sciences, has been selected for application. In order to make the computations easier, a general purpose library for data interchange between the problem generator, the report writer (both developed by the FAP Project) and the solver has been implemented. By using this library one can avoid the MPS format les, which, especially for large problems, require substantial amount of computer resources for generation and reading of respective input and output les. Both the solver and the library is available in two environments, namely on Sun (under Sun OS 4.1.) and on personal computers running under MS-DOS. The software can be easily used for other applications that require solving medium or large size LP problems.