IP Paper Release

PDCO

This is a fork of Saunders' PDCO package with some modifications:

• additional solvers are supported, and more data about the performance of the solvers is collected
• regularization is turned off as a default (which may result in worse performance if the original solvers are used)
• we remove the automatic reduction of the convergence tolerance as the iteration progresses

The purpose of this fork (and the changes) is to test the theory presented in the paper The iterative solution of linear systems arising in the primal-dual interior point algorithm for linear programming by Tyrone Rees. This is the code that was used to generate the examples in that paper.

Dependencies

This code calls krylov_solvers as a submodule. This must be downloaded separately from https://github.com/tyronerees/krylov_solvers/releases/tag/v0.1.0 The code should be placed in the directory /code/krylov_solvers/

The HSL package HSL_MI28 (with Matlab interface) is used by default for some of the preconditioners, and is available to download here: http://www.hsl.rl.ac.uk/catalogue/hsl_mi28.html HSL codes are free for academics to use.