Primal-dual Interior-point Solver for Linear Programming

This is a course project for CS520: Computational Methods for Optimization collaborated with Xin Ye. The complete algorithms and experimental result are in the report.

Features

• Julia implementation

• Presolve stage

• Mehrotra's predictor-corrector algorithm

Requirements

• Julia (v1.1)

• MatrixDepot (v0.8): test matrix collection for Julia

Usage

git clone https://github.com/dlguo/primal-dual-interior-point.git
cd primal-dual-interior-point
julia test.jl

In the interactive interface, choose 9 preset test problem in LPnetlib or use your own dataset.