Linear Constrained Minimization Solver

This is an interior point method for linearly constrained minimization.

Pre-requisites

1. You need to create a ./lib folder and include the following static libraries

   • libalgencan.a generated from Algencan
   • libhsl_ma48.a generated form HSL MA48
   • libhsl_ma57.a generated from HSL MA57
   • libmetis.a generated from MeTIS library

2. You need to create a ./include folder and include

   • hsl_ma48_double.mod (generated after compiling HS MA48)
   • hsl_ma57_double.mod (generated after compiling HS MA57)
   • hsl_zd11_double.mod (generated after compiling HS MA48)

3. You need to include mc58ad.f under ./sources/hsl