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arcLP

version 1.0.0 (7 KB) by Yaguang Yang
arcLP implements of an O(√nL) arc-search infeasible interior-point algorithm for linear programming

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Updated 02 Aug 2019

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ArcLP.m implements an O(\sqrt{n}L) arc-search infeasible interior-point algorithm for Linear Programming problems proposed in

[Y. Yang] Two computationally efficient polynomial-iteration
infeasible interior-point algorithms for linear programming
Numerical Algorithms, (2018) 79:957–992.

According to the numerical test reported in [Y. Yang], this algorithm is competitive to the popular Mehrotra's algorithm. Unlike Mehrotra's algorithm, arcLP.m searches the optimizer along an arc. Bug report should be sent to the author.

Cite As

Yaguang Yang (2021). arcLP (https://www.mathworks.com/matlabcentral/fileexchange/72340-arclp), MATLAB Central File Exchange. Retrieved .

Y. Yang, Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming Numerical Algorithms, (2018) 79:957–992.

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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