Primal-Dual Interior-Point Method for LP
Lecture Notes on PDIPM
LP-pdipm.pdf
Assignment (PDF files):
Assignment
Algorithm Description
A Note on sparse Cholesky
Matlab Handout:
Test program 1:
test_ipm1.m
Test program 2:
test_ipm2.m
Image file:
data1_inpaint.mat
Image file:
data2_inpaint.mat
Instructor's code
:
yz_pdipm.p
(this code uses a composite Newton method).