Primal-Dual Interior-Point Method for LP
Assignment:
PDF File for the Assignment
Algorithm Description
A Note on Cholesky Decomposition
Handout files:
Test program 1:
test_ipm1.m
Test program 2:
test_ipm2.m
Image file:
data1_inpaint.mat
Instructor's code
:
yzpdipm.p
(this code uses the algorithm as given in the assignment).
Instructor's code 2
:
yzpdipm2.p
(this code uses a composite Newton method).