primal-dual interior- point methods for linear problems

16 次查看（过去 30 天）
Lukas Müller
Lukas Müller 2018-12-5
回答： Torsten 2018-12-6
Hi,
I would like to write an algorithm in matlab and I have a problem. I hope you can help me.
The algorithm is supposed to solve linear programm min c'x s.t. Ax=b, with A being a sparse matrix (for example dimension 153x366).
First some definitions
A \in R^(mxn), b \in R^m, c \in R^n, y \in R^m, x \in R^n, s \in R^n
F={(x,y,s) | Ax=b, A'y+s=c,x>0,s>0}
A,b,c are given
In the first step I have to find a starting point
(x0,y0,s0) \in F
I found a way to receive an infeasible starting point that holds x>0,s>0, but with this starting point the algorithm doesn't terminate and runs on forever.
Is there a way for Matlab to find (x0,y0,s0) \in F ?
Tanks for your help in advance.

请先登录，再回答此问题。

采纳的回答

Torsten
Torsten 2018-12-6
Use "linprog" with objective function min: 0'*x.

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Linear Least Squares 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by