NLPHOPDM, an acronym for
NonLinear Programming Higher-Order Primal-Dual Method,
is an implementation of an interior point method built upon
the HOPDM code for linear and convex quadratic optimization.
Smooth convex optimization
Accept models formulated through AMPL, CUTE and GAMS modeling languages
Runs on Linux, Solaris and W9x/WNT.
Related papers, talks and links
- Epelly O., Gondzio J. and Vial J.-Ph., An interior point
solver for smooth convex optimization with an application
to environmental-energy-economic models, Logilab Technical Report
2000.08, Department of Management Studies, University of Geneva,
Switzerland, July, 2000.
- Gondzio J.,HOPDM (version 2.12) -- A Fast LP Solver
Based on a Primal-Dual Interior Point Method, European Journal
of Operational Research, 85 (1995), pp. 221-225.
- Gondzio J., Multiple Centrality Corrections
in a Primal-dual Method for Linear Programming, Computational
Optimization and Applications, 6 (1996), pp. 137-156.
- Epelly O. talk
at ISMP conference
- NLPHOPDM is based on
interior point solver for linear and convex quadratic optimization.
Detailed results of benchmarking with CONOPT, CONOPT2, LOQO, MINOS and SNOPT