Optimization: principles and algorithms, by Michel Bierlaire
Functions
vertexEnumeration.m File Reference

Algorithm 16.1: Vertex enumeration Implementation of algorithm 16.1 of [1]. More...

Go to the source code of this file.

Functions

function vertexEnumeration (in A, in b, in c)
 Applies the vertex enumeration algorithm to solve $\min_x c^Tx$ subject to $Ax=b$ and $x \geq 0$ , where $A \in \mathbb{R}^{m\times n}$, $b \in \mathbb{R}^m$, and $c \in \mathbb{R}^n$. More...
 

Detailed Description

Algorithm 16.1: Vertex enumeration Implementation of algorithm 16.1 of [1].

Note
Tested with run1604.m
Tested with runBoundConstraints.m
Author
Michel Bierlaire
Date
Sun Mar 22 10:53:32 2015

Definition in file vertexEnumeration.m.

Function Documentation

function vertexEnumeration ( in  A,
in  b,
in  c 
)

Applies the vertex enumeration algorithm to solve $\min_x c^Tx$ subject to $Ax=b$ and $x \geq 0$ , where $A \in \mathbb{R}^{m\times n}$, $b \in \mathbb{R}^m$, and $c \in \mathbb{R}^n$.

Parameters
Athe constraint matrix
bthe constraint right hand side
cthe cost vector for the objective function
Returns
[solution,optvalue]
solution: an optimal solution
optvalue: the value of the objective function at the optimal solution
Copyright 2015-2016 Michel Bierlaire