Interior Point Method Matlab Example. On a hyperplane every point is interior relative to H. 412 Penalty function approximation fig.
Interior-point methods also referred to as barrier methods or IPMs are a certain class of algorithms that solve linear and nonlinear convex optimization problems. In Matlab navigate to the folder hpipmexamplesmatlab_octave. This example shows how to use derivative information to make the solution process faster and more robust.
C Ex 0 C Ix s 0 s 0 where s are slack variables.
The course material is locate. The constraint function is a two-component vector containing one component for each cone. Min xs fx Xm i1 logs i st. The constraint set for this example is the intersection of the interiors of two conesone pointing up and one pointing down.