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ipm-matlab

The following programs aim to solve simple standard form linear optimization problems, with interior point method. $$ \begin{aligned} &\min \quad c'x\ &\textrm{s.t.}\quad Ax = b\ &\quad\quad\quad x\ge 0 \end{aligned} $$

  • linprog_ipm.m: interior point method.

    Usage: [x, fval] = linprog_ipm(c, A, b, eps, eta)

    x: optimal solution

    fval: optimal value

    eps: convergence constant

    eta: step-size scaler

  • testcase.m: test samples

    Only three given testcases works.

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