This git repo contains code to allow one to replicate the results of the paper: "On the behavior of Lagrange multipliers in convex and non-convex infeasible interior point methods. Gabriel Haeser, Oliver Hinder, Yinyu Ye. 2018." The arxiv paper can be found here https://arxiv.org/pdf/1707.07327.pdf.

To install this package run in julia v0.6:

Pkg.clone("https://github.com/ohinder/advanced_timer.jl")
Pkg.clone("https://github.com/ohinder/OnePhase.git")
Pkg.clone("https://github.com/ohinder/lagrange-multipliers-behavior.git")

To replicate the results run julia results/results.jl in the console and it will create the figures and tables used the paper inside the folders "results/figures" and "results/tables" respectively. Functions which are called from "results/results.jl" can be found in the "src" folder.