Infeasible Primal-dual Path-following IPM

A Matlab object-oriented implementation of infeasible primal-dual path-following interior point method.

Author: Yiming Yan @ University of Edinburgh

Before you start

This is a demo version of the implementation of infeasible primal-dual path-following ipm for Linear Programming.

The main solver pathfollow (/src/pathfollow.m) only accepts LP problems in the standard form, namely

        min c'*x 
        s.t. Ax = b, 
             x>=0.        

How to use

run setup first to add necessary paths.

p = pathfollow(A,b,c); Create an object.

p = pathfollow(A,b,c, parameters); Create an object with user defined parameters.

p.solve; Solve the problem.

Examples

Exmaples can be found in example/examples.m

References

1. Stephen Wright, Primal-Dual Interior-Point Method
2. Michael C. Ferris, Olvi L. Mangasarian, Stephen J. Wright, Linear Programming with Matlab