Facet pivot algorithm for linear programming

版本 1.0.1 (624.4 KB) 作者: Yaguang
rowPivot is a Matlab code that solves linear programming using facet pivot algorithm developed by this author. arXiv:2107.08468 [math.OC]
0.0
(0)
2.0 次下载
更新时间 2025/8/3

查看许可证

This package includes the main function
function [x,obj,iter,elapsedTime]=rowPivot(A,b,c,Ai,bi,bl,bu)
where A and b give the equality constraints, Ai and bi give the inequality constraints, bl and bu give the lower and upper bounds, c defines the objective function. If there is no equality constraints, A is [] and b is []. If there is no inequatlity constraints Ai is [] and bi is [].
All lp_xxx.mat files are Netlib test problems that has lower and upper bounds.
rowPivotTestNetlibMain.m is the function that is used to test the main function rowPivit.m using Netlib test problems lp_xxx.mat. rowPivotTestNetlibMain first upload lp_xxx.mat, then using extract.m to get A,b,c,Ai,bi,bl,bu, so that rowPivot.m can be called correctly. Before rowPivot.m is called, a pre-processor is used to remove unneccessary constraints. The pre-precessor is described in
Yang, Y. CurveLP-A MATLAB implementation of an infeasible interior-point algorithm for linear programming. Numer Algor 74, 967–996 (2017).
Our experience showes that the algoirhm is more efficient than vertex pivot algorithms. Please visit arXiv [2107.08468] On the facet pivot simplex method for linear programming I: algorithms and numerical test for more details.
If you use this code in your research, please cite the paper in arXiv and inform me at yaguang.yang@verizon.net.

引用格式

Yaguang Yang (2025). Facet pivot algorithm for linear programming (https://www.mathworks.com/matlabcentral/fileexchange/181706), MATLAB Central File Exchange. Retrieved August 3, 2025.

MATLAB 版本兼容性
创建方式 R2025a
兼容任何版本
平台兼容性
Windows macOS Linux
标签 添加标签

版本 已发布 发行说明
1.0.1

Change Author from Yaguang to Yaguang Yang
1.0.0