Binary package “pcx” in ubuntu oneiric

primal-dual interior-point code for linear programming

 PCx is a freely available primal-dual interior-point code for linear
 programming. It implements Mehrotra's predictor-corrector algorithm,
 the algorithm that forms the basis of most existing interior-point
 codes for general linear programming. The major computational
 operation--solution of a linear system with a large, sparse positive
 definite coefficient matrix--is performed with the sparse Cholesky
 package of Ng and Peyton (Oak Ridge National Laboratory), with minor
 modifications to handle small pivot elements. PCx does not solve
 integer programming problems.