ArcLP: A Matlab implementation of an O(√nL) arc-search infeasible interior-point algorithm for linear programming
This paper presents a Matlab implementation of an arc-search infeasible interior point algorithm for linear programming (LP), which has a proven polynomial bound of O(√nL), the best among all interior-point algorithms for LP. Software architecture and major functions are discussed. Its ease of use is described by a simple example. Crucial strategies are summarized. Quality … Read more