Struct InteriorPointSolver 

pub struct InteriorPointSolver { /* private fields */ }

Interior point solver for linear programming.

Solves LP in standard form: minimize c^T x subject to Ax = b x >= 0

Implementations

impl InteriorPointSolver

pub fn new(c: Vector, a: Matrix, b: Vector) -> Self

Create a new interior point solver.

Arguments

• c - Objective function coefficients (n-vector)
• a - Constraint matrix (m×n)
• b - Right-hand side (m-vector)

pub fn set_tolerance(&mut self, tol: Rational64)

Set the convergence tolerance.

pub fn set_max_iterations(&mut self, max_iter: usize)

Set the maximum number of iterations.

pub fn solve(&self) -> IPResult

Solve the linear program using primal-dual interior point method.

This implements a simplified version of Mehrotra’s predictor-corrector algorithm.