Scilab Function
Last update : April 1993
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
c'*x
under constraints:
a*x = b
x>=0
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);