www.pudn.com > calibr8.zip > illcling.m

function g=illcling(x) 
% Usage: 
% g=illcling(x)  
% Returns the gradient  of the exact penalty function 
% at a point  for the Ill-conditioned Linear Programming problem. 
global matrA vectB vectC 
if size(x,2)>1, x=x';end 
n=size(x,1); 
g=vectC; 
f=0; 
for i=1:n 
  d=matrA(i,:)*x-vectB(i); if d>f, f=d; k=i; end 
end 
for i=1:n 
  if -x(i)>f, f=-x(i); k=i+n; end 
end 
if f>0, 
  if k>n, g(k-n)=g(k-n)-2*n; 
  else, g=g+2*n*matrA(:,k); 
  end 
end