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Subgradient methods in Matlab

This repo contains numerical experiiments with subgradient methods wrapped in Matlab.

Methods analyzed here are:

Installation

Prerequisites are Matlab, make, gfortran and gcc.

Installation on macOS

IBM Cplex can be installed by registering with academic email. You will need to install Java Web Start from here: https://openwebstart.com because Cplex must be installed through IBM Download manager (*.jnlp file)

brew install coinutils
brew install osi
brew install clp

Installation on Ubuntu 18.04+

IBM Cplex can be installed by registering with academic email. You will need to install Java Web Start from here: https://openwebstart.com because Cplex must be installed through IBM Download manager (*.jnlp file)

sudo apt install coinutils ??
sudo apt install osi???
sudo apt install coinor-clp

Then compile the NDOSolver with the following commands:

mkdir build
cd build
cmake ..
make

Copyright

2021 (c) Dmitry Kabanov, Eliza Rezvanova

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Study of several subgradient methods with wrappers in Matlab.

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