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.