Fizplex

Fizplex is an early-stage linear programming solver. It currently handles small to medium-sized LPs in standard form.

Goal & roadmap

The goal is a full-fledged, modern MIP solver. The next big milestone will be solving all Netlib instances, which will most likely require:

• Read MPS-files in non-standard form.
• Update the inverse iteratively with fixed-intervall refactorization.
• Use a simple equilibrium scaling.
• Write the solution vector on user request (currently only the optimal value is returned).

Building & usage:

$ git submodule init
$ git submodule update
$ mkdir build && cd build
$ cmake ..
$ make
$ ./fizplex my_problem.mps

Running tests (from project root since example files are read in the process):

$ ./build/tests