/LPIP.jl

Light weight interior points solver for linear programs, written in julia.

Primary LanguageJuliaMIT LicenseMIT

LPIP.jl

Light weight interior points solver for linear programs, written in julia.

This is more of proof-of-concept, it should absolutely not be used for any rigourous application. I wrote this code to better understand how far are book implementations from the state-of-the-art ones.