Optimization-methods

Introduction to linear programming, Interior point methods

1. affsalg.m : Affine scaling method for linear programming
2. affaslg_main.m : Main sub routine with sample problem and expected solution
3. prmldul.m : Primal dual path algorithm
4. delta.m : direction search sub-routine for the prmldul.m algorithm

References : Introduction to linear programming , Dimitri Bertsimas