Linear Programming Optimization, Interior Point method
Reference textbook: Introduction to Linear Optimization
Here we implemented two interior methods:
AffineScaling.py is a implementation of the affine scaling, or so called interior point method illustrated in Section 9.1 of the textbook
PrimalDualPathFollowing.py is a implementation of the Primal Dual Path Following method in Section 9.5 of textbook
spanningLP.py is tools for the Exercise 9.5 and Example 9.10 of the textbook
Affine Scaling Algorithm Path Visualization
Comparison between AffineScaling(blue) and PrimalDualPathFollowing(red)
