pyacs.lib.robustestimators.dik_m

Solve standard-form linear program by Dikin’s method.

pyacs.lib.robustestimators.dik_m.Dik_m(c, A, b, er)[source]

Solve standard-form linear program min c’x s.t. Ax = b by Dikin’s method.

Parameters:

  • c (numpy.ndarray) – Objective coefficients (n-vector).

  • A (numpy.ndarray) – Constraint matrix (m x n).

  • b (numpy.ndarray) – Constraint right-hand side (m-vector).

  • er (float) – Stopping criterion (max discrepancy between iterations).

Returns:

  • X (numpy.ndarray) – Solution vector.

  • z (float) – Optimal objective value.

  • D (numpy.ndarray) – Centering diagonal matrix D.