Algorithm 17.3: Dikin's method. More...

Functions
function	dikin (in A, in b, in c, in x0, in eps, in beta)
	Applies Dikin's method to solve $\min_x c^Tx$ subject to $Ax = b$ and $x \geq 0$ . More...

Detailed Description

Algorithm 17.3: Dikin's method.

Implementation of algorithm 17.3 of [1]

Definition in file dikin.m.

Function Documentation

Applies Dikin's method to solve

$\min_x c^Tx$

subject to

$Ax = b$

and

$x \geq 0$

.

Parameters

A	the constraint matrix
b	the constraint right hand side
c	the cost vector for the objective function
x0	starting point
eps	algorithm stops if $\\|d_k\\| \leq \varepsilon$ .
beta	parameter such that 0 < beta < 1 (default: 0.9)
maxiter	maximum number of iterations (default: 100)

Returns: [solution,iteres,niter]; solution: local minimum of the function; iteres: sequence of iterates generated by the algorithm. It contains n+2 columns. Columns 1:n contains the value of the current iterate. Column n+1 contains the value of the objective function. Column n+2 contains the value of the norm of the gradient. It contains maxiter rows, but only the first niter rows are meaningful.; unbounded If 0, the problem is unbounded. If different from 0 the problem is bounded.