Optimization: principles and algorithms, by Michel Bierlaire
run1703.m
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1 %> \file
2 %> Runs example 17.3 of \cite Bier15-book
3 %>
4 %> @note Calls \ref dikin
5 %>
6 %> @ingroup Running
7 %> @ingroup chap17
8 %> @author Michel Bierlaire
9 %> @date Sun Mar 22 16:50:51 2015
10 
11 A = [1 1 1] ;
12 b = 1 ;
13 c = [1 ; 2 ; 3] ;
14 x0 = [1/3; 1/3 ; 1/3] ;
15 eps = 1.0e-6 ;
16 [solution, iteres, niter] = dikin(A,b,c,x0,eps);
17 format short e
18 iteres(1:niter,:)
19 solution
20 format
21 niter
22 
23 
24 
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