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MadIPM.jl

MadIPM.jl is an extension of MadNLP.jl for linear and quadratic programming.

It implements the Mehrotra predictor-corrector method, leading to faster convergence than the default filter line-search algorithm used in MadNLP.

MadIPM.jl is built on top of MadNLP.jl, and makes an extensive use of the AbstractKKTSystem abstraction for modularity.

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A solver for linear programming with GPU support

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