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Subject: Re: linprog: displaying all solutions
Date: Tue, 13 May 2008 23:30:22 +0000 (UTC)
Organization: Timothy S. Farajian, Inc.
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> options=optimset
> 
('LargeScale', 'off', 'Simplex', 'on', 'Diagnostics', 'on', 
> 'Display', 'iter', 'MaxIter', 10000, 'TolFun', 10e-8);
> 
> [d,fval,exitflag]=linprog(fM,AM,bM,[],[],0,1,[],options)
> 
> I'd like to see all intermediate solutions of fval and d 
> (my variable set) that the program generates, while it is 
> converging. 




Use the "OutputFcn" property of the options structure.  
Check the documentation for OutputFcn.



 
> I also have another related question: When I set display 
> to "iter", what do the "Dual Infeasibility" values that 
are displayed imply? 




Searching the MATLAB doc for "Dual Infeasibility" led me to 
a line that says:

Dual Infeasibility:   A'*y+z-w-f

I'm not even going to start to explain what this means 
(because I won't be able to do it well).  But I am hoping 
Mr. D'Errico can and will explain it (well).