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how can I compress many iterations for solving a program?

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jimaras
jimaras 2014-2-3
关闭： MATLAB Answer Bot 2021-8-20
Hello,
I have created a function that solves a linear program for many iterations, more specifically I am changing the X(i)=X(i)+10^(-4) and I am solving the Linear Program for the new value of the X and I check if this value satisfies an inquality, e.g. X<Y. Value of Y is the output of another function (it has the new X as an input) I have included in the first function. Unfortunately, I am having so many iterations and the execution time is so long. Do you have any ideas about how can I reduce it and make it more efficient?
Thank you in advance.
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jimaras
jimaras 2014-2-3
the inputs are double vectors. K0 is a double value. ArbitrageApple just solves a linear program for the new x which is an element of PriceFiltered double vector.

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Walter Roberson
Walter Roberson 2014-2-3
The HighestPrice code you show above is nearly as fast as you can get. You need to concentrate on making ArbitrageApple faster.

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