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PDCO
Primal-Dual Barrier Method for convex objectives, handles linear constraints.
Main features
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The LSQR solver in the fast TOMLAB version,
TLSQR, is used to solve the subproblems.
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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.
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Tests show that the
TOMLAB PDCO version is much faster than the TOMLAB PDSCO,
i.e. PDCO is normally to be prefered.
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More information available about PDCO at the
Stanford
Systems Optimization Laboratory (SOL) pages.
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