80 character Matlab LP solver

This is Dikin’s method for minimizing c^Tx , subject to Ax = b and x geq 0 . Start with x at a feasible point.

for i=1:80,p=diag(x)^2;r=p*(c-A'*(A*p*A'\A*p*c));m=x./r;x=x-.9*r*min(m(r>0));end

Example: Matlab LP generation and solution
A = randn(100, 300);
x0 = rand(300, 1);
b = A*x0;
c = rand(300, 1);
x = x0;
for i=1:80,p=diag(x)^2;r=p*(c-A'*(A*p*A'\A*p*c));m=x./r;x=x-.9*r*min(m(r>0));end