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Abstract
In this article we describe an implementation of the Mehrotra's primal–dual interior-point method in the package . Usage of
’s computer algebra system in our software is described. Both augmented and normal equation system approach are implemented. Described implementation is compared with main LP solvers. Algorithm for generating an efficient starting point as well as algorithm for the elimination of zero variables and the stabilization algorithm are incorporated in the developed code.
Acknowledgements
The authors thank the anonymous referees for useful suggestions.