Optimization: principles and algorithms, by Michel Bierlaire
run1607dikin.m
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1 %> \file
2 %> Runs example 16.7 illustrating the Dikin method (Table 17.4)
3 %>
4 %> @note Calls \ref dikin
5 %>
6 %> @ingroup Running
7 %> @ingroup chap17
8 %> @author Michel Bierlaire
9 %> @date Sun Mar 22 17:06:32 2015
10 A = [1 2 2 1 0 0 ; 2 1 2 0 1 0 ; 2 2 1 0 0 1] ;
11 b = [20 ; 20 ; 20 ] ;
12 c = [-10 ; -12 ; -12 ; 0 ; 0 ; 0 ] ;
13 x0 = [ 3 ; 3 ; 3 ; 5 ; 5 ; 5] ;
14 eps = 1.0e-6 ;
15 [solution, iteres, niter, unbounded] = dikin(A,b,c,x0,eps)
16 if (unbounded == 0)
17  format short e
18  iteres(1:niter,:)
19  solution
20  format
21  niter
22 else
23  printf("Unbounded problem\n") ;
24 endif
function dikin(in A, in b, in c, in x0, in eps, in beta)
Applies Dikin's method to solve subject to and .
Copyright 2015-2016 Michel Bierlaire