matbesancon / Tulip.jl

Interior-Point solver in Julia

Tulip

Tulip is an Interior-Point solver written entirely in Julia. It uses a standard Primal-Dual Predictor-Corrector algorithm to solve Linear Programs (LPs).

Overview

Tulip solves LPs of the form:

$$ \begin{array}{rrl} (P) \ \ \ \displaystyle \min_{x} & c^{T}x\ s.t. & Ax &=b\ & x & \leq u\ & x & \geq 0\ \end{array} $$ where $x, c, u \in \mathbb{R}^{n}$, $A \in \mathbb{R}^{m \times n}$ and $b \in \mathbb{R}^{m}$. Some $u_{i}$ may may take infinite value, i.e., the corresponding variable $x_{i}$ has no upper bound.

It uses a primal-dual predictor-corrector interior point.