Optimization: principles and algorithms, by Michel Bierlaire
chap18
run1807restrictedSteps.m
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%> \file
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%> Runs example 18.7 with the restricted steps algorithm of \cite Bier15-book (Table 18.5)
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%>
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%> @note Calls \ref
restrictedSteps
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%>
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%> @ingroup Running
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%> @ingroup chap18
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%> @author Michel Bierlaire
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%> @date Mon Mar 23 11:31:03 2015
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A = [1 1 1];
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b = 1;
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c = [1 ; 2 ; 3] ;
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x0 = [0.6 ; 0.2 ; 0.2];
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mu0 = c ;
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lambda0 = 0 ;
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eps = 1.0e-6 ;
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[x,lambda,mu] =
restrictedSteps
(A,b,c,x0,lambda0,mu0)
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restrictedSteps
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 subject to and ...
Copyright 2015-2018
Michel Bierlaire