Algorithm 18.2: Interior point algorithm with restricted steps. More...

Functions
function	restrictedSteps (in A, in b, in c, in x0, in lambda0, in mu0, in eps, in theta)
	Applies the interior point algorithm with restricted steps to solve $\min_x c^Tx$ subject to $Ax = b$ and $x \geq 0$ . More...

Detailed Description

Algorithm 18.2: Interior point algorithm with restricted steps.

Implementation of algorithm 18.2 of [1]

Definition in file restrictedSteps.m.

Function Documentation

Applies the interior point algorithm with restricted steps 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 $\\|d_k\\| \leq \varepsilon$ .
theta	parameter such that 0 <= theta <= 1 (default: 0.4)
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