Solves a pair of primal and dual LPs minimize c'*x subject to G*x + s = h A*x = b s >= 0 maximize -h'*z - b'*y subject to G'*z + A'*y + c = 0 z >= 0.
(c, G, h, A, b *matrix.FloatMatrix, solopts *SolverOptions, primalstart, dualstart *sets.FloatMatrixSet)