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Simplex.jl

Julia implementation of a revised primal simplex method

The algorithm runs on CPU and GPU.

How to run example (examples/netlib.jl)

  1. Go to netlib directory.
  2. Compile emps.c by gcc emps.c -o emps.
  3. Run the script get.sh that downloads and uncompress some mps instances.
  4. Now you have some test instances. Try (at the current directory)
julia --project=.. ../examples/netlib.jl

See results.md for numerical results.

Acknowledgement

This is a part of ExaSGD project. This material is based upon work supported by the U.S. Department of Energy, Office of Science, under contract number DE-AC02-06CH11357.