[comp.lang.fortran] Linear Programming Routine

tim@nytim.UUCP (Tim's Personal Id.) (02/21/89)

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.

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