Jan 12, 2012

This subdirectory contains the following Matlab source codes and folders:


IPM_A.m              The primal IP method for solving optimal design with A criterion

function_value.m
gradient.m
rearrange.m          Subroutines for IPM_A.m
selectw.m          
search_direction.m

multiplicativec.m    The multiplicative algorithm for solving optimal design with A criterion
 
A_criterion_SDPT3.m  This code calls SDPT3 to solve optimal design with A criterion

simplex_proj.m       This code projects a point onto simplex


All codes above require svec, smat, skron from the SDPT3 package.

Implementation and numerical experience with the above codes are described in the paper: 
    Zhaosong Lu and Ting Kei Pong
    "Interior Point Methods for Optimal Experimental Designs",
    Submitted.
This code was last updated on Jan 12, 2012.

Questions/comments/suggestions about the codes are welcome.  

Zhaosong Lu,   zhaosong@sfu.ca
Ting Kei Pong, ptingkei@uwaterloo.ca