Matlab implementation of projected gradient descent
Two versions of projected gradient descent.
the first works well (prograd.m), and the second (projgrad_algo2.m) is shown to fail in certain cases (see the doc)
projgrad.m - main algorithm test_projgrad.m - demonstrates the algorithm
projgrad_algo2.m - alternate proj grad algo that fails test_projgrad_algo2.m - demonstrates the failure
plotregion.m and plot_QuadContour.m are used for plotting the objective function and feasible region
Requires matlab optimization toolbox for quadprog.