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PDCO

Primal-Dual Barrier Method for convex objectives, handles linear constraints.

Main features

  • The LSQR solver in the fast TOMLAB version, TLSQR, is used to solve the subproblems.
     
  • The TOMLAB PDCO version is optimized for speed, and much faster than the free version distributed by SOL. It is also adapted to the Tomlab format.
     
  • Tests show that the TOMLAB PDCO version is much faster than the TOMLAB PDSCO, i.e. PDCO is normally to be prefered.
     
  • More information available about PDCO at the Stanford Systems Optimization Laboratory (SOL) pages.
     

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