intpteff

intpteff - ds=A'*dy; dx=-x-(x./s).*ds; if min(x)...

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function [dx,dy,ds]=intpteff(A,b,c,x,y,s) % Finds a affine scaling search direction for LP in SEF % Input: % A,b,c data for LP problem max c'x s.t. Ax=b, x>=0 % x,y,s current (int) feasible primal-dual pair, x>0, s>0 % [m,n]=size(A); %M=[ % zeros(n) A' -eye(n) % A zeros(m) zeros(m,n) % diag(s) zeros(n,m) diag(x) % ]; dy=-(A*diag(x./s)*A')\b;
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Unformatted text preview: ds=A'*dy; dx=-x-(x./s).*ds; if min(x) < 0 | min(s) < 0 | norm(A*x-b)> 100*eps | norm(A'*y-s-c)> 100*eps, disp('WARNING: x,y not feasible or not a strictly feasible point') end %RHS=[-(A'*y-s-c) ; -(A*x-b);-x.*s]; %RHS=[zeros(n,1) ; zeros(m,1);-x.*s]; %sol=M\RHS; %dx=sol(1:n);dy=sol(n+1:n+m);ds=sol(n+m+1:end);...
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