Xref: utzoo comp.sources.wanted:6457 comp.lang.fortran:1766 Path: utzoo!utgpu!utstat!jarvis.csri.toronto.edu!mailrus!tut.cis.ohio-state.edu!rutgers!cmcl2!phri!marob!nytim!tim From: tim@nytim.UUCP (Tim's Personal Id.) Newsgroups: comp.sources.wanted,comp.lang.fortran Subject: Linear Programming Routine Keywords: LP, Revised Simplex Message-ID: <106@nytim.UUCP> Date: 21 Feb 89 15:08:28 GMT Reply-To: tim@nytim.masa.com (Tim's Personal Id.) Organization: Chase Manhattan Leasing Company Lines: 20 We are looking for a callable Linear Programming solver for incorporation in a modelling program. We have an old revised simplex code which uses the product form of the inverse but it is not very fast and is unreliable with larger (2000 x 800) problems. If anyone knows of a reliable routine which is available in either Fortran or C I'd be very grateful for the info. The problems we have typically have a few thousand variables + slacks and several hundred equations. The matrix entries vary between 1.0 and 1.0e-4 and the right hand sides between 1.0 and 1.0e6. Many thanks in advance. +---------------------------+ At work: | Tim Stone | UUCP: ...!rutgers!hombre!marob!nytim!tim | Chase Leasing Services Co,| Tel : (212) 552-7132 | 1 Chase Plaza, | Fax : (212) 269-9690 | New York, NY 10081, | | U.S.A. | "God is a comedian playing to an audience too +---------------------------+ afraid to laugh" - Voltaire.