Linear Programming MT is designed to solve small and large scale linear programming problems. LPMT exploits sparse matrices and thread-safe execution to tackle even large scale constraint problems with ease. User specified starting values can be initialized to further streamline problems and reduce the number of iterations. ​

 

Linear Programming MT Module solves the standard linear programming problem with the following features:

 

Thread-safe Execution: Control variables are model matrices are contained in structures allowing thread-safe execution of programs.

Sparse matrices: Linear Programming MT exploits sparse matrix technology permitting the analysis of problems with very large constraint matrices. The size of a problem that can be analyzed is dependent on the speed and amount of memory on the computer, but problems with two to three thousand constraints and more than six thousand variables have been tested on ordinary PC’s.

MPS files: procedures are available for translating MPS formatted files.

 

Other Product Features

LPMT is designed to solve small and large scale linear programming problems. LPMT can be initialized with a starting value, such as the solution to a previous problem which is similar to the one being solved. This feature can dramatically reduce the number of iterations required to find a feasible starting point.

 

Features

Upper and lower finite bounds can be provided for variables and constraints

Problem type (minimization or maximization)

Constraint types (<=, >=, =)

Choice of tolerances

Pivoting rules

Thread-safe execution

Sparse matrices

Compatible with MPS files

 

Computes

The value of the variables and the objective function upon termination, and returns the dual variables

State of each constraint

Uniqueness and quality of solution

Multiple optimal solutions if they exist

Number of iterations required

A final basis

Can generate iterations log and/or final report, if requested

 

Platform: Windows, Mac and Linux.

 

Requirements: GAUSS/GAUSS Light version 8.0 or higher.