NonLinear Programming (NLP): Interior-point method for NLPPublic Deposited
The interior point (IP) method for nonlinear programming was pioneered by Anthony V. Fiacco and Garth P. McCormick in the early 1960s. The basis of IP method restricts the constraints into the objective function (duality ( http://en.wikipedia.org/wiki/Duality_%28optimization%29) ) by creating a barrier function. This limits potential solutions to iterate in only the feasible region, resulting in a much more efficient algorithm with regards to time complexity.
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