InteriorPoint

InteriorPoint solver for LPs.

class Object
trait Matchable
class Any

Value members

Concrete methods

def minimize(A: DenseMatrix[Double], b: DenseVector[Double], c: DenseVector[Double], x0: DenseVector[Double], tol: Double): DenseVector[Double]

Solves the LP:

Solves the LP:

minimize_x c * x subject to A * x <= b

with initial feasible point x0

See also

Concrete fields

val TOLERANCE: Double