https://github.com/super-dainiu/ipm-matlab

https://github.com/super-dainiu/ipm-matlab

Last synced: 3 months ago
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• Host: GitHub
• URL: https://github.com/super-dainiu/ipm-matlab
• Owner: super-dainiu
• License: mit
• Created: 2022-06-14T10:39:13.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2022-06-20T08:29:53.000Z (almost 3 years ago)
• Last Synced: 2025-01-29T16:43:14.747Z (4 months ago)
• Language: MATLAB
• Size: 43.9 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# ipm-matlab

The following programs aim to solve simple standard form linear optimization problems, with interior point method.

$$

\begin{aligned}

&\min \quad c'x\\

&\textrm{s.t.}\quad  Ax = b\\

&\quad\quad\quad x\ge 0

\end{aligned}

$$

- [linprog_ipm.m](linprog_ipm.m): interior point method.

  Usage: [x, fval] = linprog_ipm(c, A, b, eps, eta)

  x: optimal solution

  fval: optimal value

  eps: convergence constant

  eta: step-size scaler

- [testcase.m](testcase.m): test samples

  Only three given testcases works.