Skip to content
This repository has been archived by the owner on Oct 25, 2020. It is now read-only.

Implementation of Interior Points Method in MATLAB (My Assignment in Linear Optimization course [MTH305] [IIIT-Delhi]).

Notifications You must be signed in to change notification settings

sayhitosandy/Interior_Points_Method

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

6 Commits
 
 
 
 
 
 

Repository files navigation

Interior Points Method

Implementation of Interior Points Method in MATLAB (My Assignment in Linear Optimization course [MTH305] [IIIT-Delhi]).

Further, we solved the following Linear Problem:

min   1'u + 1'v
st. 
      a'xi + b >=  1 - ui      i=1..N
      a'yj + b <= -1 + vj      j=1..M
      u >= 0
      v >= 0

We were provided with:

  1. DB_Vecs.npy (Sequence vectors for training)
  2. DB_Labels.npy (corresponding labels)
  3. Q_Vecs.npy (Test sequences)

Converted these into Matrix file - data.mat.

We were to submit the results (Labels for Q_vecs) as list/numpy array. Here, the output is in Matrix file - uk.mat.

References

  1. Video Resources:

  2. Text Resources:

    • From Stephen Boyd's book, see Chapters, 10 and 11 to 11.3
    • Specially relevant for the programming assignment are the following sections: 10.3 and 10.4
  3. Proof of convergence:

  4. Advanced: https://www.youtube.com/watch?v=7CMWdO5dgdQ

About

Implementation of Interior Points Method in MATLAB (My Assignment in Linear Optimization course [MTH305] [IIIT-Delhi]).

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages