arcLP

版本 1.0.0 (7.0 KB) 作者: Yaguang Yang

arcLP implements of an O(√nL) arc-search infeasible interior-point algorithm for linear programming

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更新时间 2019/8/2

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ArcLP.m implements an O(\sqrt{n}L) arc-search infeasible interior-point algorithm for Linear Programming problems proposed in

[Y. Yang] Two computationally efficient polynomial-iteration
infeasible interior-point algorithms for linear programming
Numerical Algorithms, (2018) 79:957–992.

According to the numerical test reported in [Y. Yang], this algorithm is competitive to the popular Mehrotra's algorithm. Unlike Mehrotra's algorithm, arcLP.m searches the optimizer along an arc. Bug report should be sent to the author.

引用格式

Yaguang Yang (2024). arcLP (https://www.mathworks.com/matlabcentral/fileexchange/72340-arclp), MATLAB Central File Exchange. 检索来源 2024/4/30.

Y. Yang, Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming Numerical Algorithms, (2018) 79:957–992.