Exercise.12.4.2

Exercise.12.4.2 - > PD_AffineScalingAlgorithm A= 1 3 0 2 1...

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>> PD_AffineScalingAlgorithm A = 1 2 1 1 0 3 1 -1 0 1 0 1 1 1 0 b = 5 8 3 c = 4 2 1 1 -3 x = 1 1 1 1 5 y = 5 1 0 s = 4 9 3 4 4 The current duality gap is: 20 The search direction for x and the new x are: 0.4231 1.2116 -0.4231 0.7884 -0.0808 0.9596 0.5040 1.2520 -0.9271 4.5365 The search direction for y and the new y are: 4.0824 7.0412 -3.2583 -0.6292 -10.0983 -5.0491 The search direction for s and the new s are: -5.6926 1.1537 -5.1918 6.4041 -2.7575 1.6212 -6.0158 0.9921 -3.2583 2.3708 The current duality gap is: 15 The search direction for x and the new x are: 0.6614 1.3769 -0.6614 0.6231
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1.2553 1.5658 -1.9167 4.0573 The search direction for y and the new y are: 2.3239 7.6222 -1.3691 -0.9714 -4.3107 -6.1268 The search direction for s and the new s are: -1.7835 0.7078 -1.0321 6.1461 -0.6177 1.4668 -1.9868 0.4954 -1.3691 2.0286 The current duality gap is: 7.5 The search direction for x and the new x are: 0.6229 1.6883 -0.6229 0.3117 -0.8306 0.3958 1.4534 2.2925 -2.0763 3.0191 The search direction for y and the new y are: 1.9433 8.5938 -0.9905 -1.4667 -2.8985 -7.5760 The search direction for s and the new s are: -1.0280 0.1938 -0.0023 6.1449 0.0353 1.4844 -0.9552 0.0178 -0.9905 1.5333 The current duality gap is: 3.75 The search direction for x and the new x are: 0.3829 1.8798 -0.3829 0.1202 -0.6113 0.0901 0.9942 2.7897 -1.3772 2.3305 The search direction for y and the new y are: 2.2640 9.7258 -0.8339 -1.8836 -2.2894 -8.7208 The search direction for s and the new s are: -0.2378 0.0749 1.4046 6.8472 0.8084 1.8887 -0.0255 0.0050 -0.8339 1.1164 The current duality gap is: 1.875 The search direction for x and the new x are: 0.1506 1.9551 -0.1506 0.0449 -0.1332 0.0235 0.2838 2.9316 -0.4344 2.1134 The search direction for y and the new y are: 2.6440 11.0478
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This note was uploaded on 06/11/2011 for the course C 350 taught by Professor Wolkowicz during the Fall '97 term at Waterloo.

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Exercise.12.4.2 - > PD_AffineScalingAlgorithm A= 1 3 0 2 1...

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