pdco
所属分类:matlab编程
开发工具:matlab
文件大小:105KB
下载次数:392
上传日期:2011-07-13 11:41:16
上 传 者:
gaoshan1982
说明: 斯坦福大学的原始对偶内点法软件包,权威之作!
(primal dual interier point algorithm)
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
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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
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