ORF 522 Linear Optimization, Convex Analysis (Princeton, ORFE, Fall 2009)


Simplex Demo

A Graphical User Interface (click to download) in Matlab to visulize the simplex progression on random problems in 3-dimensions. Download the package, unzip it, open matlab in that folder and type SimplexDemo3D to run the GUI. Below is a screenshot.


Ellipsoid Method and Affine Scaling

A few scripts (click to download) that illustrate the behavior of the ellipsoid method and the affine scaling algorithm with short and long steps on a simple 3D linear program constrained by 20 random inequalities. Download the file, read the readme file and run the scripts directly from the command window. Screenshots below

  • Ellipsoid Method

The ellipsoid method 
  • Affine Scaling

Affine scaling algorithm 
  • Affine Scaling with Short and Long Steps

Affine scaling with short and long steps