object InteriorPoint
InteriorPoint solver for LPs.
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- val TOLERANCE: Double
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- def minimize(A: DenseMatrix[Double], b: DenseVector[Double], c: DenseVector[Double], x0: DenseVector[Double], tol: Double = TOLERANCE): DenseVector[Double]
Solves the LP:
Solves the LP:
minimize_x c * x subject to A * x <= b
with initial feasible point x0
- See also
http://www.doc.ic.ac.uk/~br/berc/pdiplin.pdf
http://www.ee.ucla.edu/ee236a/lectures/mpc.pdf
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