linprog: Interior point algorithm gives wrong results
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I test the "linprog" linear programming function on a NetLib .mat file. I found that only the dual-simplex alg gives me the correct answer. The other two algo options yield incorrect results. Here is my code:
load adlittle.mat % downloaded from NetLib
disp('>> dual-simplex');
options = optimoptions('linprog','Algorithm','dual-simplex');
[x fval, exitflag, output, lambda] = linprog(c,[],[], A,b, lo, hi,options);
disp(sprintf('Algorithm: dual-simplex ; fval = %e\n', fval));
disp('>> interior-point-legacy');
options = optimoptions('linprog','Algorithm','interior-point-legacy');
[x fval, exitflag, output, lambda] = linprog(c,[],[], A,b, lo, hi,options);
disp(sprintf('Algorithm: interior-point-legacy ; fval = %e\n', fval));
disp('>> interior-point');
options = optimoptions('linprog','Algorithm','interior-point');
[x fval, exitflag, output, lambda] = linprog(c,[],[], A,b, lo, hi,options);
disp(sprintf('Algorithm: interior-point ; fval = %e\n', fval));
Only the dual-simplex option givesfval = 2.254950e+05 which is correct. the other two interior-point algos either give wrong answer or no answer.
May I know how to correctly set up linprog for the interior point algo?
H.C. Lui
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