Interior Point Methods

Neculai Andrei
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Neculai Andrei: Center for Advanced Modeling & Optimization

Chapter Chapter 17 in Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology, 2017, pp 343-380 from Springer

Abstract: Abstract One of the most powerful methods for solving nonlinear optimization problems known as interior point methods is to be presented in this chapter. They are related to 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, 1968).

Date: 2017
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DOI: 10.1007/978-3-319-58356-3_17

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