File: karmarkar.cat

package info (click to toggle)
scilab 2.6-4
  • links: PTS
  • area: non-free
  • in suites: woody
  • size: 54,632 kB
  • ctags: 40,267
  • sloc: ansic: 267,851; fortran: 166,549; sh: 10,005; makefile: 4,119; tcl: 1,070; cpp: 233; csh: 143; asm: 135; perl: 130; java: 39
file content (35 lines) | stat: -rw-r--r-- 723 bytes parent folder | download 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
 
karmarkar          Scilab Group          Scilab Function          karmarkar
NAME
   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
EXAMPLE
 // 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);