Matlab Script for Active Set Method

I've posted the Matlab script we did in class today as a demonstration of the active set method for solving linear programs. Remember, this script is quite crude though it does demonstrate the basic elements of the algorithm, and could be a starting point for the homework problem. If you did want to develop it further, my suggestions would be (with difficulty measured on a five-* scale):

1. Encapsulate in a function, and a document the lp data structure. (*)
   
2. Include feasibility checks, argument checks, etc. (*)
   
3. Accomodate equality constraints as a constraint type (**)
   
4. As we discussed in class, do efficient updates to a representation of the matrixinverse rather equation solving at each vertex (***)
   
5. Accomodate degenerate constraints (****)
6. Implement a Phase I/Phase II stategy for initial feasibility (**)
7. Validate that the code is sparse matrix friendly (**)

If you did all that, you'd actually have a pretty nice and useful tool.