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This paper describes an implementation of the one-phase primal-dual path-following algorithm for solving linear programming problems. The design is intended to be simple, portable and robust. These design goals are achieved without sacrificing state-of-the-art performance. We give a rather complete description of the algorithm and the implementation. Computational results obtained for the NETLIB suite of problems run on a Silicon Graphics workstation are also presented. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.
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Robert J. Vanderbei (1993) studied this question.
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