/interiorPointMethod-FixedStep

A program that solves Linear optimization problems using the interior point method moving with a fixed step size. This is my first julia program!

Primary LanguageJulia

Mehrotra predictor-corrector, interiorPointMethod using a Fixed Step size

A program that solves Linear optimization problems using the interior point method moving with a fixed step size. This is my first julia program!

The program comes with a graph plotter

  • it plots the number of iterations with respect to the objective function value

PR is more than welcome :D