Interior Point Method Matlab Code. This is an implementation of an interior-point algorithm with a line-search method for nonlinear optimization. We will work with interior point methods to investigate the algorithmic details of constrained optimization.
Uses an infeasible interior point method. 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. Options optimoptions fmincon Algorithm interior-point.
The course material is locate.
Interior-point methods follow a fundamentally different approach from the simplex method. 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. Minimization of energy intake in multistage. Fminbnd is a solver available in any MATLAB installation.