Interior Point Optimization Matlab. SpecifyConstraintGradient true SpecifyObjectiveGradient true. For i 1nIter Minimize function with barrier x newtonMethodGfxprevAbk.
The basic algorithm of the interior point method is the following. Otherwise the current point remains unchanged and n the region of believe is reduced in size and the trial. Matrix is singular to working precision.
If normx-xprev 00001 break.
This example shows how to use derivative information to make the solution process faster and more robust. Use the interior-point algorithm first. This package contains several subdirectories corresponding to COIN-OR projects. For a complete list of options see Interior-Point Algorithm in fmincon options.