Algorithm 18.4: long steps interior point algorithm. More...

Functions
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 $\min_x c^Tx$ subject to $Ax = b$ and $x \geq 0$ . More...

Detailed Description

Algorithm 18.4: long steps interior point algorithm.

Implementation of algorithm 18.4 of [1]

Definition in file longSteps.m.

Function Documentation

Applies the long step interior point algorithm 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 primal point (nx1)
lambda0	starting dual point for equality constraints (mx1)
mu0	starting dual point for inequality constraints (nx1)
eps	algorithm stops if $\\|d_k\\| \leq \varepsilon$ .
gamma	parameter such that gamma > 0 (default: 1.0e-3)
sigma	parameter such that 0 < sigma < 1 (default: 0.1)
maxiter	maximum number of iterations (default: 100)

Returns: [x,lambda,mu]; x: primal solution; lambda: dual solution for equality constraints; mu: dual solution for inequality constraints