Optimization: principles and algorithms, by Michel Bierlaire
run1807predictorCorrector.m
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1 %> \file
2 %> Runs example 18.7 with the predictor-corrector algorithm of \cite Bier15-book (Table 18.6)
3 %>
4 %> @note Calls \ref predictorCorrector
5 %>
6 %> @ingroup Running
7 %> @ingroup chap18
8 %> @author Michel Bierlaire
9 %> @date Mon Mar 23 11:31:03 2015
10 
11 A = [1 1 1];
12 b = 1;
13 c = [1 ; 2 ; 3] ;
14 x0 = [0.5 ; 0.3 ; 0.2];
15 mu0 = c ;
16 lambda0 = 0 ;
17 
18 eps = 1.0e-7 ;
19 [x,lambda,mu] = predictorCorrector(A,b,c,x0,lambda0,mu0,eps,0.5,0.5,100)
20 
21 
predictorCorrector
function predictorCorrector(in A, in b, in c, in x0, in lambda0, in mu0, in eps, in thetapred)
Applies the predictor-corrector interior point algorithm to solve subject to and ...
Copyright 2015-2018 Michel Bierlaire