Interior-Point Methods

Neculai Andrei ()
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Neculai Andrei: Center for Advanced Modeling and Optimization

Chapter 17 in Modern Numerical Nonlinear Optimization, 2022, pp 599-645 from Springer

Abstract: Abstract One of the most powerful methods for solving nonlinear optimization problems known as the interior-point method is to be presented in this chapter. It is related to the barrier functions. The terms “interior-point methods” and “barrier methods” have the same significance and may be used interchangeably. The idea is to keep the current points in the interior of the feasible region. A method for remaining in the interior of the feasible region is to add a component to the objective function, which penalizes close approaches to the boundary. This method was first suggested by Frisch (1955) and developed both in theoretical and computational details by Fiacco and McCormick (1964, 1966, and 1968).

Date: 2022
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DOI: 10.1007/978-3-031-08720-2_17

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