Hi,
I would like to write an algorithm in matlab and I have a problem. I hope you can help me.
The algorithm is supposed to solve linear programm min c'x s.t. Ax=b, with A being a sparse matrix (for example dimension 153×366).
First some definitions
A \in R^(mxn), b \in R^m, c \in R^n, y \in R^m, x \in R^n, s \in R^n
F={(x,y,s) | Ax=b, A'y+s=c,x>0,s>0}
A,b,c are given
In the first step I have to find a starting point
(x0,y0,s0) \in F
I found a way to receive an infeasible starting point that holds x>0,s>0, but with this starting point the algorithm doesn't terminate and runs on forever.
Is there a way for Matlab to find (x0,y0,s0) \in F ?
Tanks for your help in advance.
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