List of MATLAB Programs for Chapter 13

  • ellipsoid_ie.m: Implements the ellipsoid method for constrained CP problems (Algorithm 13.8).

  • find_v.m: Finds a vertex of the feasible region defined by A*x >= b.

  • kelly_ie.m: Implements Kelley's cutting-plane algorithm for CP problems (Algorithm 13.6).

  • lp_ad.m: Implements the simplex algorithm for alternative-form LP problems with degenerate vertices (Algorithm 11.2).

  • mlcp_path_nf.m: Implements the nonfeasible-initialization interior-point algorithm for mixed LCP problems (Algorithm 13.4).

  • qp_e.m: Implements the QR-decomposition based optimization algorithm for convex QP problems with equality constraints.

  • qp_ie0.m: Implements the primal active-set algorithm for convex QP problems with inequality constraints (Algorithm 13.1).

  • qp_path_nf.m: Implements the nonfeasible-initialization primal-dual path-following algorithm for convex QP problems (Algorithm 13.3).

  • qp_path_sf.m: Implements the primal-dual path-following algorithm for convex QP problems (Algorithm 13.2).