A Matlab object-oriented implementation of infeasible primal-dual path-following interior point method.
Author: Yiming Yan @ University of Edinburgh
This is a demo version of the implementation of infeasible primal-dual path-following ipm for Linear Programming.
The main solver pathfollow (/src/pathfollow.m) only accepts LP problems in the standard form, namely
min c'*x
s.t. Ax = b,
x>=0.
run setup first to add necessary paths.
p = pathfollow(A,b,c); Create an object.
p = pathfollow(A,b,c, parameters); Create an object with user defined parameters.
p.solve; Solve the problem.
Exmaples can be found in example/examples.m
- Stephen Wright, Primal-Dual Interior-Point Method
- Michael C. Ferris, Olvi L. Mangasarian, Stephen J. Wright, Linear Programming with Matlab