> I would like to stop the interior point method after only a few
> iterations. Is there a way to do it in glpk and to get the calculated
> interior point, as I am interested in such points?

You can change the parameter ITER_MAX; see src/glpipm.c.

> If not, are there others open Source package, which have the desired
> feature?

PCx:
http://www-fp.mcs.anl.gov/otc/Tools/PCx/

HOPDM:
http://www.maths.ed.ac.uk/~gondzio/software/hopdm.html

Both these packages are open-source, but not free software.



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