Name
karmarkar — karmarkar algorithm
Calling Sequence
[x1]=karmarkar(a,b,c,x0)
Parameters
- a
matrix (n,p)
- b
n - vector
- c
p - vector
- x0
initial vector
- eps
threshold (default value : 1.d-5)
- gamma
descent step 0<gamma<1 , default
value : 1/4
- x1
solution
- crit
value of c'*x1
Description
Computes x which minimizes
Examples
n=10;p=20;
a=rand(n,p);
c=rand(p,1);
x0=abs(rand(p,1));
b=a*x0;
x1=karmarkar(a,b,c,x0);
