Question: Consider the linear program minimize - 5 5 x 1 - 4 5 x 2 subject t o 4 x 1 + 6 x 2
Consider the linear program minimize
subject
a Compute the first two iterates of the predictorcorrector primaldual interior point method applied to the linear program above using the initial point generation method in Section Use a tolerance of
b Use the MATLAB function PDInteriorPoint in Section to solve
the linear program above. Summarize the iterations in tables showing for each iteration the primal values, dual values, objective values, and residual values.
c Solve the linear program by using the MATLAB linprog function and verify the solution from b
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