Optimization: principles and algorithms, by Michel Bierlaire
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Files | |
file | longSteps.m [code] |
Algorithm 18.4: long steps interior point algorithm. | |
file | predictorCorrector.m [code] |
Algorithm 18.3: Predictor-corrector interior point algorithm. | |
file | restrictedSteps.m [code] |
Algorithm 18.2: Interior point algorithm with restricted steps. | |
file | run1807longSteps.m [code] |
Runs example 18.7 with the long steps algorithm of [1] (Table 18.7) | |
file | run1807predictorCorrector.m [code] |
Runs example 18.7 with the predictor-corrector algorithm of [1] (Table 18.6) | |
file | run1807restrictedSteps.m [code] |
Runs example 18.7 with the restricted steps algorithm of [1] (Table 18.5) | |