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[Program Service | Recent programs]

ESTS1145 PCX. (Abstract last modified 19-FEB-2004)


PCX, Interior-Point Linear Programming Solver

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Abstract Table of Contents:

NAME | COMPUTER | PROBLEM | SOLUTION | RESTRICTIONS | CPU | FEATURES | AUXILIARIES | STATUS | REFERENCES | REQUIREMENTS | LANGUAGE | OPERATING SYSTEM | OTHER RESTRICTIONS | AUTHOR | MATERIAL | CATEGORIES |

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1. NAME OR DESIGNATION OF PROGRAM - PCX.


2. COMPUTER FOR WHICH PROGRAM IS DESIGNED AND OTHER MACHINE VERSION PACKAGES AVAILABLE -

To request or retrieve programs click on the one of the active versions below. A password and special authorization is required.

Explanation of the status codes.

Program-name         Package-ID  Status
PCX                  ESTS1145/01 Obsolete
PCX                  ESTS1145/02 Tested

Machines used:
Package-ID     Orig.Computer                       Test Computer
ESTS1145/02    UNIX gen. W.S.,PC Windows           PC Pentium III,Linux-based PC,DEC ALPHA W.S.

3. DESCRIPTION OF PROGRAM OR FUNCTION - PCX solves linear programming problems using the Mehrota predictor-corrector interior-point algorithm. PCX can be called as a subroutine or used in stand-alone mode, with data supplied from an MPS file. The software incorporates modules that can be used separately from the linear programming solver, including a presolve routine and data structure definitions.


4. METHODS - The Mehrota predictor-corrector method is a primal-dual interior-point method for linear programming. The starting point is determined from a modified least squares heuristic. Linear systems of equations are solved at each interior-point iteration via a sparse Cholesky algorithm native to the code. A presolver is incorporated in the code to eliminate inefficiencies in the user's formulation of the problem.


5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM - There are no size limitations built into the program. The size of problem solved is limited by RAM and swap space on the user's computer.


6. TYPICAL RUNNING TIME - Time required for execution depends on the size and properties of each individual problem. Test problems require as little as 0.2 seconds and as much as 12 hours on a SUN SPARCstation-5.


7. UNUSUAL FEATURES - PCX is freely available linear programming code with reusable code modules, and reusable data structure.


8. RELATED OR AUXILIARY PROGRAMS - Solvers that implement a similar algorithm are available commercially; examples include LOQO, OSL (from IBM), CPLEX barrier (from CPLEX, INC.). PCX uses a freely available Fortran code for direct sparse Cholesky factorization written by Esmond Ng and Barry Peyton at Oak Ridge National Laboratory, incorporating a multiple-minimum-degree ordering code written by Joseph Liu and the University of Waterloo, Waterloo, Ontario, Canada.


9. STATUS
ESTS1145/01: 08-OCT-2003 Obsolete
ESTS1145/02: 19-FEB-2004 Tested at NEADB


10. REFERENCES  - 
ESTS1145/02:
- Joseph Czyzyk, Sanjay Mehrotra, Michael Wagner, and Stephen J. Wright
PCx User Guide (version 1.1)
Technical Report OTC 96/01 (November 3, 1997)


11. HARDWARE REQUIREMENTS - At least 8 Mbytes of RAM is recommended.


12. PROGRAMMING LANGUAGE -ESTS1145/02: C-LANGUAGE FORTRAN 


13. SOFTWARE REQUIREMENTS - JAVA runtime environment in order to use the graphical user interface.


14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS - The READMPS file contains instructions for installing the program and MAKEFILE the instructions for using the make program to compile the software. Both are included in the software package as distributed.


15. NAME AND ESTABLISHMENT OF AUTHORS -
J. Czyzyk 
Argonne National Lab., IL 
U.S.A.


16. MATERIAL AVAILABLE -ESTS1145/02:
build             build script                                        0 records
PCx-user.ps       user's guide                                        0 records
MAKEARCH          architecture specific make files                    0 records
DEC               DEC ALPHA Output files                              0 records
LINUX             LINUX Output files                                  0 records
WINDOWS2K         Windows 2000 Output files                           0 records
WINDOWSXP         Windows XP Output files                             0 records
Ng-Peyton         Ng-Peyton solver source code and Makefile           0 records
PCx.dsp           Microsoft Visual Studio Project file                0 records
PCx.dsw           Microsoft Visual Studio Workspace file              0 records
pcxarch           Script to examine the architecture                  0 records
PCxGUI.tar.gz     Java GUI                                            0 records
PCx.exe           DOS/Windows executable                              0 records
SampleProblems    Sample problem input files                          0 records
solveall          script to solve all sample problem                  0 records
solveall.bat      script to solve all sample problem                  0 records
SRC               c-source files of PCx                               0 records


17. CATEGORIES  - 

- P.  General Mathematical and Computing System Routines


Keywords: ALGORITHMS, ITERATIVE METHODS, LINEAR PROGRAMMING, OPTIMIZATION

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