Optimization: principles and algorithms, by Michel Bierlaire
run1807longSteps.m
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1 %> \file
2 %> Runs example 18.7 with the long steps algorithm of \cite Bier15-book (Table 18.7)
3 %>
4 %> @note Calls \ref longSteps
5 %>
6 %> @ingroup Running
7 %> @ingroup chap18
8 %> @author Michel Bierlaire
9 %> @date Mon Mar 23 14:59:42 2015
10 
11 
12 A = [1 1 1];
13 b = 1;
14 c = [1 ; 2 ; 3] ;
15 x0 = [0.6 ; 0.2 ; 0.2];
16 mu0 = c ;
17 lambda0 = 0 ;
18 
19 
20 eps = 1.0e-7 ;
21 [x,lambda,mu] = longSteps(A,b,c,x0,lambda0,mu0,eps)
22 
23 
function longSteps(in A, in b, in c, in x0, in lambda0, in mu0, in eps, in gamma)
Applies the long step interior point algorithm to solve subject to and .
Copyright 2015-2016 Michel Bierlaire