Optimization: principles and algorithms, by Michel Bierlaire
chap18 Directory Reference

Files

file  longSteps.m [code]
 Algorithm 18.4: long steps interior point algorithm.
 
file  predictorCorrector.m [code]
 Algorithm 18.3: Predictor-corrector interior point algorithm.
 
file  restrictedSteps.m [code]
 Algorithm 18.2: Interior point algorithm with restricted steps.
 
file  run1807longSteps.m [code]
 Runs example 18.7 with the long steps algorithm of [1] (Table 18.7)
 
file  run1807predictorCorrector.m [code]
 Runs example 18.7 with the predictor-corrector algorithm of [1] (Table 18.6)
 
file  run1807restrictedSteps.m [code]
 Runs example 18.7 with the restricted steps algorithm of [1] (Table 18.5)
 
Copyright 2015-2016 Michel Bierlaire