Jan 12, 2012

This subdirectory contains the following Matlab source codes and folders:


IPM_p.m              The primal IP method for solving optimal design with pth mean criterion

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

multiplicativep.m    The multiplicative algorithm for solving optimal design with pth mean criterion
 

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 Sep 16, 2012.

Questions/comments/suggestions about the codes are welcome.  

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