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breeze.optimize.linear

InteriorPoint

object InteriorPoint

InteriorPoint solver for LPs.

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  1. final def !=(arg0: Any): Boolean
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  2. final def ##(): Int
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  3. final def ==(arg0: Any): Boolean
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  4. val TOLERANCE: Double
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  11. final def isInstanceOf[T0]: Boolean
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  12. 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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    (Since version ) see corresponding Javadoc for more information.

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