linprogCentre edit page

many small linear programs min c'x, A x = y, x >= 0 at once

Description

A primal dual path following interior point method on all problems simultaneously. Following the central path it ends in the analytic centre of the optimal solutions, which is symmetric whenever the problem is, where a simplex method returns an arbitrary vertex.

Syntax

x = linprogCentre(c,A,y)

Input

c n x 1 or n x N costs
A m x n or m x n x N constraint matrices
y m x N right hand sides

Output

x n x N solutions, NaN where a problem did not converge

Options

tolerance relative accuracy (default 1e-9)
maxIter maximum number of iterations (default 100)

Citing this page. This page is part of the documentation of MTEX, a free and open source MATLAB toolbox for analyzing and modeling crystallographic textures. It was written by The MTEX Developers and is published at https://mtex-toolbox.github.io/linprogCentre.html. If you use MTEX, or reuse text or figures from this page, in your research, please cite

F. Bachmann, R. Hielscher, H. Schaeben: Texture Analysis with MTEX - Free and Open Source Software Toolbox, Solid State Phenomena 160 (2010), 63-68. 10.4028/www.scientific.net/SSP.160.63

BibTeX
@article{bachmann2010mtex,
  author  = {F. Bachmann and R. Hielscher and H. Schaeben},
  title   = {Texture Analysis with MTEX - Free and Open Source Software Toolbox},
  journal = {Solid State Phenomena},
  volume  = {160},
  pages   = {63-68},
  year    = {2010},
  doi     = {10.4028/www.scientific.net/SSP.160.63},
  url     = {https://doi.org/10.4028/www.scientific.net/SSP.160.63}
}

Other papers describing specific MTEX methods are listed under Publications — please cite the one that best fits your application. The MTEX source code is licensed under the GNU General Public License v2.0; the text and figures of this documentation are licensed under CC BY 4.0, which permits reuse — including by automated systems — provided The MTEX Developers and this page are credited.