PCx is an interior-point predictor-corrector linear programming package. The code has been developed at the Optimization Technology Center, which is a collaboration between Argonne National Laboratory and Northwestern University.

The current release is 1.1. The distribution files were last changed significantly on 6/10/98. Numerous smaller changes have been made since then.

Version 1.1 contains no new algorithmic features; it differs from version 1.0 in that it provides hooks in the code that enable alternative linear solvers to be provided by the user.

The Ng-Peyton default Cholesky solver is still provided with PCx, but on certain machines it can be replaced by IBM's WSSMP software, which is much more efficient on some problems. WSSMP is currently available in library form for most serial and parallel IBM platforms. A free copy of the object code can be obtained from  Anshul Gupta at IBM T.J. Watson Research Center. See here for a comparison of the Ng-Peyton-based version of PCx and the WSSMP version of PCx on some larger test problems.

PCx is designed as a stand-alone solver. Because of its modular structure and fairly transparent data structures, it is not too difficult to integrate into your application.Together with some of our users, we have recently investigated new features such as a callable library  and a MATLAB interface, which will be made available soon.