Interior Point Solver Matlab. Is there any linear programing solver written for MATLAB that a solves with the primal-dual interior point method b the user has the options. There are also two files for a demonstration of how to use my MATLAB function to find the solution to a convex quadratically-constrained quadratic program and there are another three files which comprise a demonstration of logistic regression again using my implementation of the primal-dual interior-point solver.
The matrices that define the problems in this example are dense. LIPSOL is designed to take the advantages of MATLABs sparse-matrix functions and external interface facilities and of existing Fortran sparse Cholesky codes. When using the active-set algorithm with a Matlab version 2016 everything is fine and the algorithm ends correctly.
L1_ls solves an optimization problem of the form.
Objective function includes gradient only bounds or only linear equality. The resulting software is called LIPSOL Linear-programming Interior-Point SOLvers. The algorithm belongs to the class of interior or barrier methods and uses trust regions to promote convergence. Using an interior-point solver can provide superior performance for large-scale optimization problems such as MPC applications that enforce constraints over large prediction and control horizons.