Optimization: principles and algorithms, by Michel Bierlaire
dikin.m File Reference

Algorithm 17.3: Dikin's method. More...

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## Functions

function dikin (in A, in b, in c, in x0, in eps, in beta)
Applies Dikin's method to solve

subject to

and

## Detailed Description

Algorithm 17.3: Dikin's method.

Implementation of algorithm 17.3 of [1]

Note
Tested with run1703.m
Tested with run1607dikin.m
Date
Sun Mar 22 16:39:13 2015

Definition in file dikin.m.

## Function Documentation

 function dikin ( in A, in b, in c, in x0, in eps, in beta )

Applies Dikin's method to solve

subject to

and

.

Parameters
 A the constraint matrix b the constraint right hand side c the cost vector for the objective function x0 starting point eps algorithm stops if . beta parameter such that 0 < beta < 1 (default: 0.9) maxiter maximum number of iterations (default: 100)
Returns
[solution,iteres,niter]
solution: local minimum of the function
iteres: sequence of iterates generated by the algorithm. It contains n+2 columns. Columns 1:n contains the value of the current iterate. Column n+1 contains the value of the objective function. Column n+2 contains the value of the norm of the gradient. It contains maxiter rows, but only the first niter rows are meaningful.
unbounded If 0, the problem is unbounded. If different from 0 the problem is bounded.