Geping Liu's Solution to Homework 3

  • hw3.m
  • lpfeasdir.m
  • lpipm.m
  • findMaxSteps.m
  • results (diary)
  • Discussion

    • A few comments:

  • Both of the test problems are degenerate -- the solution is not unique. In particular, there are solution points that are not vertices of the feasible region.
  • When working with diagonal matrices, use Matlab's spdiags rather than diag. The sparse version, spdiags, uses only n storage locations and is much better for backslash.
  • Your comparison of the feasible direction method and the ipm should have included operations counts and timings.
  • Your comparison of the effects of eta should have included accuracy and some measure of work (operations counts or timings).