Interior Point Method Matlab.
Since the path-breaking work of Karmarkar 48 much research was invested in IPMs. Interior-point-legacy only takes within 5 miniutes. When you supply a Hessian you can obtain a faster more accurate solution to a constrained minimization problem.
The course material is locate.
It is not based on derivatives. My MATLAB code is based on the recent work in interior-point methods specifically those methods that keep track of both the primal and dual optimization variables hence primal-dual methods. Since the path-breaking work of Karmarkar 48 much research was invested in IPMs. I am looking forward to solving a very simple system 2 variable of constrained quadratic minimization.