Optimization: principles and algorithms, by Michel Bierlaire
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Interior point methods

List of Octave codes related to Chapter 18 of [1]. More...

Files

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

Detailed Description

List of Octave codes related to Chapter 18 of [1].

Copyright 2015-2016 Michel Bierlaire