/primal-dual-interior-point

This is a Python implementation of the primal-dual interior-point method for solving linear, quadratic and lexicographic multi-objective programming problem.

Primary LanguageJupyter NotebookMIT LicenseMIT

Primal-dual Interior-point Solver

This is a course project for Symbolic and Evolutionary Artificial Intelligence course at the University of Pisa. The aim of the project is to find variant of the Interior Point Method algorithm to solve Lexicographic Multi-Objective Quadratic Programming problems.

Features

  • Python implementation

  • Mehrotra's predictor-corrector algorithm for Linear Programming Problem and Quadratic Programming Problem

  • Two new IPM variant are propsed to solve LMOQP problems.

Usage

  • install the dependencies from requirements.txt
  • run the "test" notebook