%
% Exercise 2:
%
% Consider the following LP:
%
% min x_1 + 3 x_2
% s.t.x_1 + x_2 = 1
% x_i >= 0, i = 1, 2.
%
% Formulate the first order optimality condition for the barrier problem:
%
% x_1 + x_2 = 1
% y + s_1 = 1
% y + s_2 = 3
% x_1 * s_1 = Mu
% x_2 * s_2 = Mu.
%
% Solve this system of nonlinear equations for several values of Mu:
% Mu = 10.0, Mu = 1.0, Mu = 0.1, Mu = 0.01.
%
% Use the following MATLAB routine.
Mu = 10.0;
x = [1.0,1.0];
y = 1;
s = [1.0,1.0];
iter = 0;
maxiter = 6;
while (iter < maxiter)iter = iter+1;Jacobian_f = [ 1.0,1.0,0.0,0.0,0.0;0.0,0.0,1.0,1.0,0.0;0.0,0.0,1.0,0.0,1.0;s(1), 0.0,0.0,x(1), 0.0;0.0,s(2), 0.0,0.0,x(2)]; NewtonRHS = [x(1) + x(2) – 1.0;y+ s(1) – 1.0; y+ s(2) – 3.0; x(1) * s(1) – Mu;x(2) * s(2) – Mu]; %Add commands to compute the Newton direction as the solution of the%Newton equations and use it to update the vectors x, y and sfprintf(‘Newton Method Iteration %4d: ‘, iter);fprintf(‘x= %10.4e, %10.4e,y= %10.4e,s= %10.4e, %10.4e
‘, x, y, s);end % while (iter < maxiter)
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