文件列表:

pdco\pdco\entropy.m (973, 2008-12-20)
pdco\pdco\ENTROPY.small (47293, 2008-12-09)
pdco\pdco\ENTROPY.tiny (60, 2008-12-09)
pdco\pdco\LPnetlib.m (4104, 2008-12-10)
pdco\pdco\lsqr.m (12758, 2009-04-03)
pdco\pdco\pdco.m (50194, 2010-04-03)
pdco\pdco\pdcoSet.m (6431, 2008-12-09)
pdco\pdco\pdcotestENTROPY.m (4328, 2010-04-19)
pdco\pdco\pdcotestLP.m (2931, 2008-12-09)
pdco\pdco\pdcotestLS.m (3512, 2008-12-09)
pdco\pdco.pdf (92922, 2010-05-24)
pdco\pdco (0, 2010-10-18)
pdco (0, 2010-10-21)

pdco.README The software for PDCO is provided by SOL, Stanford University under the terms of the OSI Common Public License (CPL): http://www.opensource.org/licenses/cpl1.0.php 17 Oct 2002: First set of files available for download from SOL. 23 Sep 2003: All files revised. Test programs pdcotest*.m added. The ENTROPY files arise from joint work with John Tomlin, IBM Almaden Research Center. 19 Nov 2003: pdco.m revised. There were some bugs connected with fixed variables. 11 Feb 2005: Function handles didn't work with MATLAB 7.0. Aname can now be a matrix or a string, but not a function handle. Fname the same. (19 Apr 2010: Function handles are now OK.) 09 Dec 2005: pdcotestENTROPY used to set mu0 = 1e-5, but this is dangerous for other problems. Now set mu0 = 1e-0 for safety. It's still pretty good for entropy problems. 19 Apr 2010: New pdco.m released (version 03 Apr 2010). This version can handle nonseparable convex objectives (as implemented by Chris Maes). 1. options.Method=21 allows for a diagonal or general sparse semidefinite Hessian of the objective function, and uses sparse symmetric quasi-definite factors of the KKT system to compute search directions. 2. Function handles are now allowed for A and the objective. 3. Bounds bl(j)=0 or bu(j)=0 are treated directly. For objectives like the entropy objective with x>=0, this ensures that x doesn't go negative. Please send comments to Michael Saunders, SOL, Stanford University saunders@stanford.edu 650-723-1875 ----------------------------------------------------------------------------- PDCO involves the following files: pdco.README pdcoSet.m pdco.m lsqr.m pdcotestLP.m pdcotestLS.m pdcotestENTROPY.m entropy.m ENTROPY.tiny ENTROPY.small ENTROPY.big No longer included (too big) The above files are included in pdco.zip A description of the primal-dual interior method used in PDCO (the linear algebra involved) is given here: pdco.tex pdco.ps pdco.pdf

近期下载者：

相关文件：

评论：[我要评论] [举报此文件]

收藏者：