PCx is an interior-point predictor-corrector linear programming package. The code has
been developed at the Optimization Technology Center, which is a collaboration between
Argonne National Laboratory and Northwestern University.
The current release is 1.1. The distribution files were last changed
significantly on 6/10/98. Numerous smaller changes have been made since then.
Version 1.1 contains no new algorithmic features; it differs from version 1.0 in that
it provides hooks in the code that enable alternative linear solvers to be provided by the
The Ng-Peyton default Cholesky solver is still provided with PCx, but on certain
machines it can be replaced by IBM's WSSMP software, which is
much more efficient on some problems. WSSMP is currently
available in library form for most serial and parallel IBM platforms. A free copy of the
object code can be obtained from Anshul Gupta
at IBM T.J. Watson Research Center. See here for a
comparison of the Ng-Peyton-based version of PCx and the WSSMP version of PCx on some
larger test problems.
PCx is designed as a stand-alone solver. Because of its modular structure and fairly
transparent data structures, it is not too difficult to integrate into your
application.Together with some of our users, we have recently investigated new features
such as a callable library and a MATLAB interface, which will be made available