STK_HALFPINTL computes an intersection of lower half-planes CALL: [A, B, Z] = stk_halfpintl (A, B) computes the intersection of the lower half-planes defined by the vector of slopes A and the vector of intercepts B. The output vectors A and B contain the slopes and intercept of the lines that actually contribute to the boundary of the intersection, sorted in such a way that the k^th element corresponds to the k^th piece of the piecewise affine boundary. The output Z contains the intersection points (shorter by one element). ALGORITHM The algorithm implemented in this function is described in [1, 2]. REFERENCE [1] P. I. Frazier, W. B. Powell, and S. Dayanik. The Knowledge-Gradient Policy for Correlated Normal Beliefs. INFORMS Journal on Computing 21(4):599-613, 2009. [2] W. Scott, P. I. Frazier and W. B. Powell. The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression. SIAM J. Optim, 21(3):996-1026, 2011.
Package: stk